+83.3%
RKT vs BROS
+30.5%
+52.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -4.5% |
| 7D | +4.6% | -19.0% | +23.7% | +8.4% |
| 30D | +25.9% | -7.3% | +33.1% | +26.8% |
| 3M | +5.0% | -31.2% | +36.2% | +12.0% |
| 6M | -7.9% | -33.0% | +25.1% | -1.2% |
| YTD | -25.4% | -42.4% | +17.0% | -18.6% |
| 1Y | -15.4% | -37.7% | +22.3% | -8.8% |
| 3Y | +83.3% | +28.2% | +55.1% | +53.5% |
| All | +83.3% | +30.5% | +52.8% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling