+19.7%
BROS vs RNG
-68.1%
+87.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | -5.8% | -6.1% | +0.3% | -4.0% |
| 30D | -14.0% | +9.6% | -23.6% | -16.7% |
| 3M | -32.5% | +83.3% | -115.8% | -45.4% |
| 6M | -14.9% | +77.9% | -92.8% | -32.0% |
| YTD | -28.3% | +139.9% | -168.2% | -50.2% |
| 1Y | -34.0% | +121.7% | -155.6% | -53.2% |
| 3Y | +63.0% | +121.9% | -58.9% | +7.3% |
| All | +19.7% | -68.1% | +87.8% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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