+25.1%
BROS vs RRX
+21.7%
+3.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | -0.9% | +4.3% | -5.2% | -2.5% |
| 30D | -13.5% | -8.0% | -5.4% | -10.8% |
| 3M | -18.4% | -22.0% | +3.6% | -12.6% |
| 6M | -10.6% | -11.9% | +1.3% | -9.4% |
| YTD | -25.1% | +17.1% | -42.2% | -32.9% |
| 1Y | -28.6% | +14.9% | -43.5% | -36.2% |
| 3Y | +65.6% | +6.9% | +58.7% | +45.2% |
| All | +25.1% | +21.7% | +3.4% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling