-41.5%
BROS vs RL
+17.3%
-58.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.3% |
| 7D | -2.5% | +2.4% | -4.9% | -3.7% |
| 30D | -11.2% | +4.6% | -15.8% | -11.7% |
| 3M | -33.9% | -1.1% | -32.8% | -32.7% |
| 6M | -33.5% | +16.5% | -50.0% | -38.3% |
| YTD | -44.9% | +11.4% | -56.3% | -48.0% |
| 1Y | -41.5% | +16.1% | -57.6% | -46.5% |
| All | -41.5% | +17.3% | -58.8% | -46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling