+318.7%
RCL vs BROS
+10.8%
+307.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.6% | -3.6% | +1.4% |
| 7D | +5.0% | -17.9% | +22.9% | +9.5% |
| 30D | +19.4% | -5.4% | +24.7% | +20.1% |
| 3M | +5.9% | -32.1% | +38.0% | +15.4% |
| 6M | +23.8% | -31.7% | +55.5% | +33.3% |
| YTD | +22.8% | -41.2% | +64.0% | +36.6% |
| 1Y | +34.3% | -32.6% | +66.9% | +44.4% |
| 3Y | +276.4% | +32.7% | +243.7% | +230.2% |
| 5Y | +281.6% | -44.2% | +325.8% | +255.1% |
| All | +318.7% | +10.8% | +307.9% | +301.9% |
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