+1,498.8%
RF vs BRO
+25,535.5%
-24,036.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -1.0% | -7.3% | +6.4% | +1.7% |
| 30D | -3.7% | -6.9% | +3.2% | -1.4% |
| 3M | +5.3% | +10.7% | -5.3% | +1.0% |
| 6M | +17.2% | -2.7% | +19.9% | +17.2% |
| YTD | +14.5% | -16.3% | +30.8% | +20.2% |
| 1Y | +15.9% | -29.1% | +45.0% | +28.8% |
| 3Y | +91.2% | -7.8% | +99.0% | +91.0% |
| 5Y | +90.0% | +18.7% | +71.3% | +71.5% |
| 10Y | +342.0% | +291.9% | +50.1% | +178.5% |
| All | +1,498.8% | +25,535.5% | -24,036.7% | +690.4% |
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