-20.3%
BROS vs RRX
+30.0%
-50.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.6% | +1.8% |
| 7D | +2.5% | +7.6% | -5.2% | +0.5% |
| 30D | +15.1% | +7.5% | +7.6% | +12.7% |
| 3M | -31.4% | -21.0% | -10.4% | -27.9% |
| 6M | -22.6% | -18.1% | -4.5% | -20.5% |
| YTD | -28.1% | +24.3% | -52.4% | -35.6% |
| 1Y | -20.3% | +29.3% | -49.6% | -30.3% |
| All | -20.3% | +30.0% | -50.3% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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