-34.8%
BROS vs RSG
-3.6%
-31.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.5% |
| 7D | -6.7% | +0.3% | -6.9% | -6.6% |
| 30D | -29.1% | +7.6% | -36.6% | -28.1% |
| 3M | -16.7% | +7.4% | -24.1% | -15.4% |
| 6M | -11.6% | -3.3% | -8.3% | -9.4% |
| YTD | -23.9% | +6.0% | -29.9% | -22.8% |
| 1Y | -34.8% | -3.7% | -31.1% | -28.3% |
| All | -34.8% | -3.6% | -31.2% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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