+61.2%
BROS vs RSG
+56.5%
+4.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.3% |
| 7D | -6.1% | -1.8% | -4.3% | -5.8% |
| 30D | -12.4% | +2.8% | -15.2% | -12.7% |
| 3M | -27.9% | +4.3% | -32.2% | -28.5% |
| 6M | -16.8% | -0.5% | -16.3% | -16.3% |
| YTD | -29.0% | +5.2% | -34.3% | -30.0% |
| 1Y | -33.2% | -2.1% | -31.1% | -32.3% |
| All | +61.2% | +56.5% | +4.7% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling