+73.9%
BROS vs ROP
-15.8%
+89.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.3% | +2.4% |
| 7D | -6.7% | -4.4% | -2.2% | -4.7% |
| 30D | -29.1% | +3.2% | -32.3% | -30.3% |
| 3M | -16.7% | +23.1% | -39.8% | -25.8% |
| 6M | -11.6% | +13.3% | -24.9% | -18.1% |
| YTD | -23.9% | -7.9% | -16.1% | -20.1% |
| 1Y | -34.8% | -22.1% | -12.7% | -24.0% |
| All | +73.9% | -15.8% | +89.8% | +93.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling