+15.7%
RF vs BROS
-35.3%
+51.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +1.3% | -6.7% | +8.0% | +2.3% |
| 30D | -3.6% | -29.1% | +25.5% | +1.1% |
| 3M | +8.1% | -16.7% | +24.8% | +9.6% |
| 6M | +11.5% | -11.6% | +23.1% | +10.7% |
| YTD | +15.6% | -23.9% | +39.5% | +17.8% |
| 1Y | +15.7% | -34.8% | +50.5% | +19.1% |
| All | +15.7% | -35.3% | +51.0% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling