-8.1%
BROS vs RY
+137.1%
-145.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.3% |
| 7D | -2.5% | -0.5% | -1.9% | -1.9% |
| 30D | -11.2% | +4.7% | -16.0% | -14.2% |
| 3M | -33.9% | -4.5% | -29.4% | -30.8% |
| 6M | -33.5% | +12.5% | -46.0% | -40.5% |
| YTD | -44.9% | +21.1% | -66.1% | -54.1% |
| 1Y | -41.5% | +38.6% | -80.1% | -57.0% |
| 3Y | +22.4% | +160.2% | -137.7% | -50.8% |
| 5Y | -45.7% | +124.7% | -170.4% | -75.2% |
| All | -8.1% | +137.1% | -145.2% | -55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling