+22.6%
BROS vs ROP
-13.9%
+36.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.1% |
| 7D | -6.6% | -6.1% | -0.5% | -2.8% |
| 30D | -12.3% | -3.4% | -9.0% | -10.5% |
| 3M | -22.2% | +16.7% | -38.9% | -31.0% |
| 6M | -14.3% | +8.1% | -22.3% | -20.3% |
| YTD | -26.6% | -11.7% | -14.9% | -20.7% |
| 1Y | -31.5% | -24.2% | -7.3% | -16.8% |
| 3Y | +62.3% | -19.0% | +81.2% | +82.3% |
| All | +22.6% | -13.9% | +36.4% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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