+89.0%
RF vs BROS
+43.3%
+45.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +1.3% | -6.7% | +8.0% | +2.1% |
| 30D | -3.6% | -29.1% | +25.5% | +0.2% |
| 3M | +8.1% | -16.7% | +24.8% | +9.8% |
| 6M | +11.5% | -11.6% | +23.1% | +12.0% |
| YTD | +15.6% | -23.9% | +39.5% | +18.0% |
| 1Y | +15.7% | -34.8% | +50.5% | +19.9% |
| 3Y | +86.9% | +62.1% | +24.8% | +69.5% |
| All | +89.0% | +43.3% | +45.6% | +81.4% |
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