-4.6%
BROS vs RGEN
-41.5%
+36.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -20.4% | -3.1% | -17.3% | -19.2% |
| 30D | -6.1% | +0.1% | -6.2% | -5.8% |
| 3M | -29.4% | +4.8% | -34.1% | -30.8% |
| 6M | -31.5% | +48.9% | -80.5% | -41.2% |
| YTD | -42.8% | +5.3% | -48.2% | -45.1% |
| 1Y | -37.5% | +12.5% | -50.0% | -41.4% |
| 3Y | +27.2% | +17.0% | +10.2% | +8.5% |
| 5Y | -47.0% | -35.4% | -11.6% | -45.7% |
| All | -4.6% | -41.5% | +36.9% | +9.4% |
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