-23.4%
RCL vs BROS
-30.1%
+6.8%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | -0.5% | -0.9% | +0.5% | -0.2% |
| 30D | -17.3% | -13.5% | -3.9% | -13.1% |
| 3M | -2.8% | -18.4% | +15.7% | +1.5% |
| 6M | -4.4% | -10.6% | +6.2% | -5.0% |
| YTD | -4.2% | -25.1% | +20.9% | +1.4% |
| 1Y | -23.4% | -28.6% | +5.3% | -16.9% |
| All | -23.4% | -30.1% | +6.8% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling