-10.4%
RKT vs BROS
-18.6%
+8.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.9% | +7.7% | +8.3% |
| 7D | +29.7% | +2.5% | +27.3% | +28.4% |
| 30D | +28.5% | +15.1% | +13.4% | +20.8% |
| 3M | +6.4% | -31.4% | +37.8% | +23.3% |
| 6M | +7.1% | -22.6% | +29.7% | +16.6% |
| YTD | -22.5% | -28.1% | +5.7% | -13.8% |
| 1Y | -10.4% | -20.3% | +9.8% | -8.6% |
| All | -10.4% | -18.6% | +8.2% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling