+2.0%
RDW vs BRO
+48.3%
-46.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +0.9% | -7.3% | +8.2% | +2.6% |
| 30D | -21.3% | -6.9% | -14.4% | -20.1% |
| 3M | -37.9% | +10.7% | -48.5% | -41.0% |
| 6M | +12.3% | -2.7% | +15.0% | +11.3% |
| YTD | +39.7% | -16.3% | +56.1% | +45.9% |
| 1Y | +25.7% | -29.1% | +54.8% | +41.3% |
| 3Y | +230.8% | -7.8% | +238.7% | +224.5% |
| 5Y | -8.8% | +18.7% | -27.5% | -21.3% |
| All | +2.0% | +48.3% | -46.3% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 all: compounded portfolio wealth divided by compounded BRO 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…
all analysis · Full analysis span regression · 6 months rolling