+27.0%
BROS vs RGEN
-43.2%
+70.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.1% |
| 7D | -6.7% | -4.9% | -1.8% | -5.1% |
| 30D | -29.1% | +5.7% | -34.8% | -30.4% |
| 3M | -16.7% | +32.4% | -49.1% | -25.0% |
| 6M | -11.6% | +33.2% | -44.8% | -21.2% |
| YTD | -23.9% | +2.3% | -26.2% | -25.9% |
| 1Y | -34.8% | +39.0% | -73.8% | -43.5% |
| 3Y | +62.1% | -4.6% | +66.7% | +49.8% |
| All | +27.0% | -43.2% | +70.2% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling