-15.3%
RIG vs BROS
+30.6%
-45.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.5% | -2.4% | +3.5% |
| 7D | +5.7% | +6.3% | -0.6% | +5.1% |
| 30D | -0.7% | -8.3% | +7.6% | -0.1% |
| 3M | -3.1% | -29.8% | +26.6% | -0.2% |
| 6M | -16.3% | -25.8% | +9.5% | -15.2% |
| YTD | +34.1% | -41.4% | +75.5% | +38.8% |
| 1Y | +38.2% | -35.2% | +73.3% | +40.8% |
| 3Y | -15.3% | +32.8% | -48.1% | -25.6% |
| All | -15.3% | +30.6% | -45.9% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling