+19.7%
BROS vs RRX
+20.6%
-0.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | -0.3% |
| 7D | -5.8% | -0.3% | -5.4% | -5.6% |
| 30D | -14.0% | -6.1% | -7.8% | -12.0% |
| 3M | -32.5% | -23.1% | -9.4% | -27.2% |
| 6M | -14.9% | -19.5% | +4.6% | -10.6% |
| YTD | -28.3% | +16.1% | -44.4% | -35.6% |
| 1Y | -34.0% | +12.9% | -46.9% | -40.5% |
| 3Y | +63.0% | +7.9% | +55.0% | +41.8% |
| All | +19.7% | +20.6% | -0.9% | +9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling