-1.8%
BROS vs RL
+297.2%
-299.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.8% | +0.8% | +3.2% |
| 7D | -17.9% | +0.2% | -18.2% | -17.3% |
| 30D | -5.4% | +7.3% | -12.7% | -8.3% |
| 3M | -32.1% | +1.0% | -33.1% | -32.1% |
| 6M | -31.7% | +11.8% | -43.5% | -36.8% |
| YTD | -41.2% | +13.6% | -54.8% | -46.2% |
| 1Y | -32.6% | +24.0% | -56.6% | -41.6% |
| 3Y | +32.7% | +256.6% | -223.9% | -39.7% |
| 5Y | -44.2% | +240.2% | -284.5% | -76.6% |
| All | -1.8% | +297.2% | -299.0% | -54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling