-10.5%
RKT vs BROS
+33.7%
-44.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.1% |
| 7D | -7.2% | -6.1% | -1.2% | -6.0% |
| 30D | -7.9% | -12.4% | +4.5% | -5.4% |
| 3M | +5.2% | -27.9% | +33.1% | +12.0% |
| 6M | -14.9% | -16.8% | +1.9% | -12.1% |
| YTD | -31.9% | -29.0% | -2.8% | -27.7% |
| 1Y | -36.9% | -33.2% | -3.7% | -32.5% |
| 3Y | +35.7% | +56.8% | -21.0% | +14.9% |
| All | -10.5% | +33.7% | -44.1% | -19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling