+44.2%
ROK vs BROS
+33.7%
+10.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.7% |
| 7D | -1.6% | -6.1% | +4.4% | -0.9% |
| 30D | -5.4% | -12.4% | +6.9% | -4.0% |
| 3M | -4.0% | -27.9% | +24.0% | -0.5% |
| 6M | +13.3% | -16.8% | +30.1% | +14.9% |
| YTD | +9.3% | -29.0% | +38.4% | +12.8% |
| 1Y | +25.8% | -33.2% | +59.0% | +30.3% |
| 3Y | +49.1% | +56.8% | -7.7% | +37.0% |
| All | +44.2% | +33.7% | +10.6% | +36.2% |
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