+45.8%
ROK vs BROS
+38.3%
+7.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.5% |
| 7D | +0.2% | -6.6% | +6.8% | +1.0% |
| 30D | -1.8% | -12.3% | +10.5% | -0.3% |
| 3M | -7.2% | -22.2% | +15.0% | -4.8% |
| 6M | +14.2% | -14.3% | +28.4% | +15.3% |
| YTD | +10.6% | -26.6% | +37.1% | +13.6% |
| 1Y | +25.9% | -31.5% | +57.4% | +30.0% |
| 3Y | +50.8% | +62.3% | -11.5% | +37.9% |
| All | +45.8% | +38.3% | +7.5% | +37.2% |
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 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