+301.6%
RCL vs BROS
+10.5%
+291.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.5% | -6.1% | -1.2% |
| 7D | -1.2% | +6.3% | -7.5% | -2.7% |
| 30D | +17.8% | -8.3% | +26.2% | +19.5% |
| 3M | +4.9% | -29.8% | +34.7% | +13.4% |
| 6M | +23.7% | -25.8% | +49.5% | +30.5% |
| YTD | +17.8% | -41.4% | +59.2% | +31.0% |
| 1Y | +28.9% | -35.2% | +64.1% | +39.9% |
| 3Y | +241.9% | +32.8% | +209.1% | +199.7% |
| 5Y | +295.4% | -42.2% | +337.6% | +268.4% |
| All | +301.6% | +10.5% | +291.2% | +285.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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