+37.7%
ROK vs BROS
+10.5%
+27.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.5% | -6.9% | -1.3% |
| 7D | +7.1% | +6.3% | +0.8% | +6.2% |
| 30D | -5.0% | -8.3% | +3.4% | -3.8% |
| 3M | -9.4% | -29.8% | +20.4% | -5.4% |
| 6M | -11.0% | -25.8% | +14.8% | -8.2% |
| YTD | +4.4% | -41.4% | +45.8% | +10.4% |
| 1Y | +7.4% | -35.2% | +42.6% | +12.1% |
| 3Y | +61.0% | +32.8% | +28.2% | +51.2% |
| 5Y | +30.4% | -42.2% | +72.5% | +25.6% |
| All | +37.7% | +10.5% | +27.3% | +33.3% |
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