-8.8%
RKT vs BROS
+38.3%
-47.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.7% | -2.3% |
| 7D | -1.0% | -6.6% | +5.6% | +0.4% |
| 30D | -2.4% | -12.3% | +9.9% | +0.2% |
| 3M | +1.9% | -22.2% | +24.1% | +6.8% |
| 6M | -13.9% | -14.3% | +0.4% | -11.6% |
| YTD | -30.6% | -26.6% | -4.1% | -26.9% |
| 1Y | -34.4% | -31.5% | -2.9% | -30.1% |
| 3Y | +38.2% | +62.3% | -24.1% | +16.2% |
| All | -8.8% | +38.3% | -47.2% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling