+76.5%
RF vs BROS
+6.4%
+70.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -21.4% | +19.3% | +0.5% |
| 7D | -1.6% | -21.4% | +19.8% | +1.0% |
| 30D | +5.0% | -11.5% | +16.5% | +6.2% |
| 3M | -10.0% | -47.4% | +37.4% | -3.4% |
| 6M | +3.3% | -39.5% | +42.9% | +8.6% |
| YTD | +7.9% | -43.5% | +51.5% | +13.8% |
| 1Y | +21.2% | -37.8% | +59.0% | +26.2% |
| 3Y | +105.8% | +30.5% | +75.3% | +91.2% |
| 5Y | +43.7% | -49.1% | +92.9% | +36.0% |
| All | +76.5% | +6.4% | +70.1% | +75.0% |
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