+22.6%
BROS vs REPL
-53.7%
+76.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.9% |
| 7D | -6.6% | -9.6% | +3.0% | -6.2% |
| 30D | -12.3% | +5.7% | -18.0% | -12.6% |
| 3M | -22.2% | +56.4% | -78.6% | -25.7% |
| 6M | -14.3% | +67.4% | -81.7% | -22.5% |
| YTD | -26.6% | +48.7% | -75.2% | -33.4% |
| 1Y | -31.5% | +148.3% | -179.8% | -42.1% |
| 3Y | +62.3% | -26.7% | +88.9% | +36.8% |
| All | +22.6% | -53.7% | +76.2% | +11.7% |
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