-28.6%
BROS vs RY
+45.9%
-74.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.9% |
| 7D | -0.9% | +2.7% | -3.6% | -3.2% |
| 30D | -13.5% | -1.0% | -12.5% | -12.9% |
| 3M | -18.4% | +7.6% | -26.1% | -25.0% |
| 6M | -10.6% | +29.5% | -40.0% | -33.0% |
| YTD | -25.1% | +24.2% | -49.2% | -42.6% |
| 1Y | -28.6% | +46.4% | -75.0% | -56.4% |
| All | -28.6% | +45.9% | -74.6% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RY 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling