+22.6%
BROS vs RY
+140.5%
-117.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.1% |
| 7D | -6.6% | -0.5% | -6.1% | -6.3% |
| 30D | -12.3% | -1.9% | -10.5% | -11.0% |
| 3M | -22.2% | +5.1% | -27.3% | -26.2% |
| 6M | -14.3% | +28.2% | -42.4% | -32.3% |
| YTD | -26.6% | +22.9% | -49.4% | -39.9% |
| 1Y | -31.5% | +45.5% | -77.0% | -52.1% |
| 3Y | +62.3% | +156.7% | -94.4% | -34.4% |
| All | +22.6% | +140.5% | -117.9% | -41.1% |
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