+66.9%
BROS vs RNG
+122.1%
-55.2%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -6.6% | -4.1% | -2.5% | -5.9% |
| 30D | -12.3% | +8.6% | -21.0% | -14.0% |
| 3M | -22.2% | +78.0% | -100.2% | -32.0% |
| 6M | -14.3% | +67.0% | -81.3% | -24.9% |
| YTD | -26.6% | +142.4% | -169.0% | -43.0% |
| 1Y | -31.5% | +120.4% | -152.0% | -45.6% |
| All | +66.9% | +122.1% | -55.2% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling