+65.6%
BROS vs RRC
+32.7%
+32.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -0.9% | -1.2% | +0.3% | -0.7% |
| 30D | -13.5% | +9.4% | -22.9% | -14.8% |
| 3M | -18.4% | +7.4% | -25.8% | -19.6% |
| 6M | -10.6% | +1.5% | -12.0% | -11.4% |
| YTD | -25.1% | +19.4% | -44.5% | -28.8% |
| 1Y | -28.6% | +24.2% | -52.9% | -33.7% |
| 3Y | +65.6% | +32.8% | +32.8% | +54.5% |
| All | +65.6% | +32.7% | +32.8% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling