+24.7%
RCL vs BROS
-40.8%
+65.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.7% | -0.2% | -2.7% |
| 7D | -0.2% | -2.5% | +2.3% | +0.6% |
| 30D | +14.4% | -11.2% | +25.6% | +17.3% |
| 3M | +5.2% | -33.9% | +39.1% | +19.6% |
| 6M | +26.1% | -33.5% | +59.6% | +36.7% |
| YTD | +17.4% | -44.9% | +62.3% | +36.7% |
| 1Y | +24.7% | -41.5% | +66.2% | +40.1% |
| All | +24.7% | -40.8% | +65.5% | +40.1% |
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