+27.0%
BROS vs RVTY
-28.1%
+55.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | -6.7% | +1.1% | -7.8% | -7.1% |
| 30D | -29.1% | +13.2% | -42.3% | -32.8% |
| 3M | -16.7% | +27.2% | -44.0% | -25.5% |
| 6M | -11.6% | +32.4% | -44.0% | -22.8% |
| YTD | -23.9% | +34.9% | -58.8% | -34.5% |
| 1Y | -34.8% | +52.4% | -87.2% | -47.0% |
| 3Y | +62.1% | +12.3% | +49.8% | +43.8% |
| All | +27.0% | -28.1% | +55.1% | +50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling