+18.4%
BROS vs RRX
+16.3%
+2.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.4% | -2.7% |
| 7D | -6.1% | -3.7% | -2.3% | -4.7% |
| 30D | -12.4% | -9.3% | -3.1% | -9.2% |
| 3M | -27.9% | -21.8% | -6.1% | -22.8% |
| 6M | -16.8% | -22.0% | +5.2% | -11.6% |
| YTD | -29.0% | +11.9% | -41.0% | -35.4% |
| 1Y | -33.2% | +11.6% | -44.8% | -39.6% |
| 3Y | +56.8% | +2.2% | +54.6% | +39.8% |
| All | +18.4% | +16.3% | +2.1% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling