+17.8%
RDW vs BROS
-17.1%
+34.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +2.0% |
| 7D | +4.8% | -6.1% | +10.9% | +5.6% |
| 30D | -19.5% | -12.4% | -7.2% | -18.2% |
| 3M | -26.9% | -27.9% | +1.0% | -26.0% |
| 6M | +17.8% | -16.8% | +34.6% | +12.9% |
| All | +17.8% | -17.1% | +34.8% | +12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling