-0.8%
RKT vs BROS
-43.7%
+42.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -4.4% |
| 7D | +4.6% | -19.0% | +23.7% | +9.0% |
| 30D | +25.9% | -7.3% | +33.1% | +27.0% |
| 3M | +5.0% | -31.2% | +36.2% | +13.3% |
| 6M | -7.9% | -33.0% | +25.1% | -0.3% |
| YTD | -25.4% | -42.4% | +17.0% | -17.1% |
| 1Y | -15.4% | -37.7% | +22.3% | -7.6% |
| 3Y | +83.3% | +28.2% | +55.1% | +54.9% |
| 5Y | -0.8% | -43.4% | +42.6% | -4.6% |
| All | -0.8% | -43.7% | +42.9% | -4.6% |
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 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