+32.0%
RCL vs BRO
-3.6%
+35.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.5% | +1.9% | +6.0% |
| 7D | +11.7% | +12.4% | -0.8% | +10.9% |
| 30D | +21.1% | +21.6% | -0.4% | +19.4% |
| 3M | +2.9% | +4.3% | -1.4% | +2.5% |
| 6M | +29.8% | +29.2% | +0.6% | +28.8% |
| YTD | +21.4% | -6.4% | +27.8% | +28.4% |
| 1Y | +32.0% | -5.3% | +37.3% | +38.1% |
| All | +32.0% | -3.6% | +35.6% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling