-1.8%
BROS vs REPL
-28.6%
+26.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.0% | +3.7% | +6.5% |
| 7D | -17.9% | +14.2% | -32.1% | -18.4% |
| 30D | -5.4% | +65.9% | -71.2% | -7.7% |
| 3M | -32.1% | +84.6% | -116.6% | -34.2% |
| 6M | -31.7% | +446.9% | -478.6% | -40.2% |
| YTD | -41.2% | +129.0% | -170.2% | -47.8% |
| 1Y | -32.6% | +167.9% | -200.5% | -40.9% |
| 3Y | +32.7% | +93.9% | -61.2% | -6.6% |
| 5Y | -44.2% | -33.0% | -11.3% | -50.3% |
| All | -1.8% | -28.6% | +26.8% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling