+55.8%
RIG vs BROS
+35.1%
+20.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.9% |
| 7D | -3.1% | -5.8% | +2.7% | -2.3% |
| 30D | -0.5% | -14.0% | +13.4% | +1.3% |
| 3M | -6.0% | -32.5% | +26.5% | -1.8% |
| 6M | -10.1% | -14.9% | +4.8% | -9.8% |
| YTD | +37.3% | -28.3% | +65.6% | +40.9% |
| 1Y | +73.9% | -34.0% | +107.9% | +79.9% |
| 3Y | -30.2% | +63.0% | -93.1% | -39.6% |
| All | +55.8% | +35.1% | +20.7% | +53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling