+261.1%
RCL vs BROS
-50.1%
+311.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.0% |
| 7D | +6.5% | -21.2% | +27.7% | +13.2% |
| 30D | +15.9% | -11.6% | +27.4% | +18.9% |
| 3M | +2.7% | -36.7% | +39.3% | +15.8% |
| 6M | +15.2% | -42.8% | +58.1% | +32.1% |
| YTD | +19.2% | -44.8% | +64.1% | +37.4% |
| 1Y | +31.6% | -36.5% | +68.2% | +45.5% |
| 3Y | +274.2% | +27.0% | +247.2% | +213.7% |
| All | +261.1% | -50.1% | +311.3% | +251.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling