+27.0%
BROS vs RRC
+126.5%
-99.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | -6.7% | +1.3% | -8.0% | -7.0% |
| 30D | -29.1% | +10.1% | -39.2% | -30.6% |
| 3M | -16.7% | +4.0% | -20.7% | -17.7% |
| 6M | -11.6% | +1.6% | -13.2% | -12.7% |
| YTD | -23.9% | +19.7% | -43.6% | -28.0% |
| 1Y | -34.8% | +21.4% | -56.2% | -38.9% |
| 3Y | +62.1% | +29.7% | +32.4% | +47.3% |
| All | +27.0% | +126.5% | -99.5% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling