+4,454.2%
RCL vs BRO
+11,870.4%
-7,416.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.7% |
| 7D | -2.2% | -7.6% | +5.4% | +1.4% |
| 30D | -15.7% | -6.9% | -8.8% | -13.0% |
| 3M | -8.0% | +12.8% | -20.8% | -13.8% |
| 6M | -10.1% | -5.9% | -4.3% | -9.2% |
| YTD | -5.9% | -15.9% | +10.0% | -0.4% |
| 1Y | -23.5% | -28.1% | +4.6% | -12.7% |
| 3Y | +174.4% | -7.0% | +181.4% | +173.8% |
| 5Y | +227.1% | +18.0% | +209.1% | +190.9% |
| 10Y | +342.5% | +293.9% | +48.6% | +146.5% |
| All | +4,454.2% | +11,870.4% | -7,416.2% | +1,573.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling