-37.6%
RKT vs BRO
-27.7%
-9.8%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -6.3% | -7.3% | +1.1% | -4.9% |
| 30D | -6.2% | -6.9% | +0.7% | -4.9% |
| 3M | -1.9% | +10.7% | -12.5% | -2.8% |
| 6M | -13.0% | -2.7% | -10.3% | -12.9% |
| YTD | -31.9% | -16.3% | -15.6% | -29.4% |
| 1Y | -37.6% | -29.1% | -8.5% | -35.7% |
| All | -37.6% | -27.7% | -9.8% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling