-34.8%
BROS vs RRC
+23.4%
-58.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.6% |
| 7D | -6.7% | +1.3% | -8.0% | -6.5% |
| 30D | -29.1% | +10.1% | -39.2% | -27.9% |
| 3M | -16.7% | +4.0% | -20.7% | -15.9% |
| 6M | -11.6% | +1.6% | -13.2% | -11.4% |
| YTD | -23.9% | +19.7% | -43.6% | -23.3% |
| 1Y | -34.8% | +21.4% | -56.2% | -34.5% |
| All | -34.8% | +23.4% | -58.1% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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