+25.1%
BROS vs RSG
+89.0%
-63.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -0.9% | -0.7% | -0.2% | -0.6% |
| 30D | -13.5% | +3.3% | -16.7% | -14.8% |
| 3M | -18.4% | +8.5% | -26.9% | -21.9% |
| 6M | -10.6% | -3.5% | -7.1% | -9.4% |
| YTD | -25.1% | +5.5% | -30.5% | -28.0% |
| 1Y | -28.6% | -1.7% | -26.9% | -28.6% |
| 3Y | +65.6% | +56.9% | +8.7% | +15.9% |
| All | +25.1% | +89.0% | -63.9% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling