-4.6%
BROS vs ROP
+5.7%
-10.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.2% |
| 7D | -20.4% | -2.9% | -17.5% | -18.9% |
| 30D | -6.1% | +30.1% | -36.1% | -21.0% |
| 3M | -29.4% | +19.9% | -49.2% | -37.5% |
| 6M | -31.5% | +46.0% | -77.5% | -47.8% |
| YTD | -42.8% | +8.4% | -51.2% | -46.1% |
| 1Y | -37.5% | +8.8% | -46.3% | -41.2% |
| 3Y | +27.2% | -5.6% | +32.8% | +31.0% |
| 5Y | -47.0% | +3.0% | -50.0% | -53.1% |
| All | -4.6% | +5.7% | -10.2% | -16.7% |
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