-37.5%
BROS vs ROP
+7.5%
-45.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | -20.4% | -2.9% | -17.5% | -19.7% |
| 30D | -6.1% | +30.1% | -36.1% | -13.7% |
| 3M | -29.4% | +19.9% | -49.2% | -33.4% |
| 6M | -31.5% | +46.0% | -77.5% | -40.5% |
| YTD | -42.8% | +8.4% | -51.2% | -39.7% |
| 1Y | -37.5% | +8.8% | -46.3% | -34.6% |
| All | -37.5% | +7.5% | -45.0% | -34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling