-72.1%
RAM vs BRO
+17.6%
-89.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.5% | -0.7% | +21.2% | +18.5% |
| 7D | -8.0% | -3.4% | -4.7% | -15.0% |
| 30D | -40.4% | +12.4% | -52.9% | -7.0% |
| 3M | -37.0% | +0.4% | -37.5% | -33.5% |
| All | -72.1% | +17.6% | -89.7% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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 · Available span rolling