+22.6%
BROS vs RGEN
-44.1%
+66.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.3% |
| 7D | -6.6% | -4.6% | -2.0% | -5.1% |
| 30D | -12.3% | +1.2% | -13.5% | -12.7% |
| 3M | -22.2% | +26.8% | -49.0% | -28.9% |
| 6M | -14.3% | +29.1% | -43.3% | -22.7% |
| YTD | -26.6% | +0.7% | -27.3% | -28.1% |
| 1Y | -31.5% | +39.1% | -70.6% | -40.6% |
| 3Y | +62.3% | +2.2% | +60.0% | +45.1% |
| All | +22.6% | -44.1% | +66.6% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling