-11.4%
RKT vs BRO
+17.6%
-29.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -6.3% | -7.3% | +1.1% | -3.5% |
| 30D | -6.2% | -6.9% | +0.7% | -3.7% |
| 3M | -1.9% | +10.7% | -12.5% | -5.9% |
| 6M | -13.0% | -2.7% | -10.3% | -12.6% |
| YTD | -31.9% | -16.3% | -15.6% | -27.5% |
| 1Y | -37.6% | -29.1% | -8.5% | -28.7% |
| 3Y | +36.8% | -7.8% | +44.6% | +30.0% |
| All | -11.4% | +17.6% | -29.1% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling