+32.7%
BROS vs RVTY
+90.0%
-57.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.6% | +3.0% | +5.4% |
| 7D | -17.9% | +6.0% | -23.9% | -19.1% |
| 30D | -5.4% | +4.3% | -9.6% | -6.4% |
| 3M | -32.1% | +40.2% | -72.3% | -39.4% |
| 6M | -31.7% | +59.3% | -91.0% | -41.9% |
| YTD | -41.2% | +66.5% | -107.7% | -51.2% |
| 1Y | -32.6% | +77.5% | -110.1% | -45.1% |
| 3Y | +32.7% | +92.5% | -59.8% | -6.8% |
| All | +32.7% | +90.0% | -57.4% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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