+27.0%
BROS vs RNG
-66.0%
+93.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +1.9% |
| 7D | -6.7% | +5.8% | -12.5% | -8.4% |
| 30D | -29.1% | +19.6% | -48.7% | -33.2% |
| 3M | -16.7% | +67.0% | -83.7% | -30.7% |
| 6M | -11.6% | +88.4% | -100.0% | -30.8% |
| YTD | -23.9% | +155.5% | -179.4% | -48.2% |
| 1Y | -34.8% | +141.7% | -176.5% | -55.1% |
| 3Y | +62.1% | +131.1% | -69.0% | +5.6% |
| All | +27.0% | -66.0% | +93.0% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling