-44.2%
BROS vs ROP
-0.2%
-44.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.0% | +7.7% | +7.3% |
| 7D | -17.9% | -1.6% | -16.3% | -17.1% |
| 30D | -5.4% | +29.5% | -34.9% | -19.8% |
| 3M | -32.1% | +17.5% | -49.6% | -38.9% |
| 6M | -31.7% | +38.1% | -69.8% | -45.5% |
| YTD | -41.2% | +7.0% | -48.2% | -44.0% |
| 1Y | -32.6% | +6.5% | -39.1% | -35.5% |
| 3Y | +32.7% | -5.5% | +38.2% | +36.2% |
| 5Y | -44.2% | -0.4% | -43.9% | -53.1% |
| All | -44.2% | -0.2% | -44.0% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling