+66.9%
BROS vs RUN
-37.3%
+104.2%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -1.5% |
| 7D | -6.6% | -1.8% | -4.8% | -6.4% |
| 30D | -12.3% | -10.8% | -1.5% | -11.3% |
| 3M | -22.2% | -30.2% | +8.0% | -19.6% |
| 6M | -14.3% | -22.3% | +8.0% | -12.7% |
| YTD | -26.6% | -52.2% | +25.6% | -22.6% |
| 1Y | -31.5% | -45.1% | +13.6% | -29.1% |
| All | +66.9% | -37.3% | +104.2% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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