-31.5%
BROS vs RL
+9.8%
-41.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -0.5% |
| 7D | -6.6% | -0.3% | -6.3% | -6.5% |
| 30D | -12.3% | -17.5% | +5.2% | -4.4% |
| 3M | -22.2% | -14.0% | -8.2% | -17.3% |
| 6M | -14.3% | -2.0% | -12.3% | -15.5% |
| YTD | -26.6% | -4.6% | -22.0% | -26.9% |
| 1Y | -31.5% | +9.5% | -41.0% | -39.5% |
| All | -31.5% | +9.8% | -41.3% | -39.5% |
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