+18.4%
BROS vs RGEN
-44.2%
+62.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -6.1% | -2.9% | -3.1% | -5.1% |
| 30D | -12.4% | -0.1% | -12.3% | -12.4% |
| 3M | -27.9% | +25.9% | -53.9% | -34.0% |
| 6M | -16.8% | +35.2% | -52.0% | -26.1% |
| YTD | -29.0% | +0.5% | -29.5% | -30.5% |
| 1Y | -33.2% | +37.0% | -70.2% | -41.7% |
| 3Y | +56.8% | +2.0% | +54.7% | +40.3% |
| All | +18.4% | -44.2% | +62.6% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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