-0.7%
ROL vs BROS
+38.3%
-39.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.0% |
| 7D | -3.3% | -6.6% | +3.3% | -2.8% |
| 30D | -7.2% | -12.3% | +5.1% | -6.4% |
| 3M | -27.0% | -22.2% | -4.8% | -25.9% |
| 6M | -39.5% | -14.3% | -25.2% | -39.2% |
| YTD | -41.8% | -26.6% | -15.2% | -40.9% |
| 1Y | -38.9% | -31.5% | -7.4% | -37.8% |
| 3Y | -0.4% | +62.3% | -62.6% | -7.6% |
| All | -0.7% | +38.3% | -39.0% | -8.0% |
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