+0.6%
RDW vs BROS
+35.1%
-34.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.7% |
| 7D | +0.9% | -5.8% | +6.6% | +2.9% |
| 30D | -21.3% | -14.0% | -7.3% | -17.3% |
| 3M | -37.9% | -32.5% | -5.4% | -30.4% |
| 6M | +12.3% | -14.9% | +27.2% | +14.5% |
| YTD | +39.7% | -28.3% | +68.0% | +52.2% |
| 1Y | +25.7% | -34.0% | +59.7% | +39.7% |
| 3Y | +230.8% | +63.0% | +167.9% | +150.4% |
| All | +0.6% | +35.1% | -34.5% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling