+25.1%
BROS vs RL
+245.1%
-220.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.9% |
| 7D | -0.9% | +1.9% | -2.8% | -2.1% |
| 30D | -13.5% | -12.2% | -1.2% | -7.0% |
| 3M | -18.4% | -6.6% | -11.8% | -16.1% |
| 6M | -10.6% | +3.2% | -13.7% | -14.1% |
| YTD | -25.1% | -1.3% | -23.8% | -26.3% |
| 1Y | -28.6% | +13.6% | -42.2% | -35.6% |
| 3Y | +65.6% | +210.9% | -145.3% | -19.4% |
| All | +25.1% | +245.1% | -220.0% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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