+19.7%
BROS vs RSG
+89.9%
-70.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.7% |
| 7D | -5.8% | 0.0% | -5.8% | -5.8% |
| 30D | -14.0% | +4.0% | -17.9% | -15.5% |
| 3M | -32.5% | +7.4% | -39.9% | -35.0% |
| 6M | -14.9% | +0.1% | -15.0% | -15.5% |
| YTD | -28.3% | +6.0% | -34.3% | -31.2% |
| 1Y | -34.0% | -3.0% | -31.0% | -33.4% |
| 3Y | +63.0% | +56.5% | +6.5% | +14.5% |
| All | +19.7% | +89.9% | -70.3% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling