-2.0%
ROL vs BRO
+17.6%
-19.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -3.2% | -7.3% | +4.2% | -0.3% |
| 30D | -4.9% | -6.9% | +2.0% | -2.3% |
| 3M | -25.8% | +10.7% | -36.5% | -29.0% |
| 6M | -37.6% | -2.7% | -34.9% | -37.4% |
| YTD | -41.5% | -16.3% | -25.2% | -37.8% |
| 1Y | -39.5% | -29.1% | -10.4% | -31.0% |
| 3Y | +0.1% | -7.8% | +8.0% | -0.3% |
| All | -2.0% | +17.6% | -19.6% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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