-50.2%
BROS vs RL
+226.8%
-277.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.5% |
| 7D | -21.2% | -4.2% | -17.1% | -18.4% |
| 30D | -11.6% | +4.3% | -15.8% | -12.9% |
| 3M | -36.7% | -4.6% | -32.1% | -34.5% |
| 6M | -42.8% | +1.7% | -44.5% | -44.1% |
| YTD | -44.8% | +7.3% | -52.2% | -48.0% |
| 1Y | -36.5% | +20.8% | -57.3% | -44.5% |
| 3Y | +27.0% | +247.0% | -220.0% | -44.2% |
| All | -50.2% | +226.8% | -277.0% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling