+60.7%
RIG vs BROS
+43.3%
+17.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.6% | -2.9% |
| 7D | +0.9% | -6.7% | +7.5% | +1.7% |
| 30D | +13.8% | -29.1% | +42.9% | +18.5% |
| 3M | -6.4% | -16.7% | +10.3% | -5.1% |
| 6M | -8.2% | -11.6% | +3.4% | -8.2% |
| YTD | +41.6% | -23.9% | +65.6% | +44.3% |
| 1Y | +88.7% | -34.8% | +123.5% | +95.7% |
| 3Y | -30.9% | +62.1% | -92.9% | -40.0% |
| All | +60.7% | +43.3% | +17.4% | +56.7% |
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