+27.0%
BROS vs REPL
-51.8%
+78.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +0.8% |
| 7D | -6.7% | -3.0% | -3.7% | -6.5% |
| 30D | -29.1% | +27.1% | -56.2% | -30.0% |
| 3M | -16.7% | +52.4% | -69.1% | -20.3% |
| 6M | -11.6% | +107.4% | -119.1% | -21.3% |
| YTD | -23.9% | +54.7% | -78.6% | -31.1% |
| 1Y | -34.8% | +158.9% | -193.7% | -45.0% |
| 3Y | +62.1% | -23.7% | +85.8% | +36.5% |
| All | +27.0% | -51.8% | +78.8% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling