-37.8%
ROL vs BROS
-33.2%
-4.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.4% | +0.2% |
| 7D | -3.2% | -6.1% | +2.8% | -2.9% |
| 30D | -6.6% | -12.4% | +5.7% | -6.0% |
| 3M | -27.3% | -27.9% | +0.6% | -26.1% |
| 6M | -38.1% | -16.8% | -21.3% | -37.7% |
| YTD | -41.8% | -29.0% | -12.7% | -41.3% |
| 1Y | -37.8% | -33.2% | -4.6% | -31.9% |
| All | -37.8% | -33.2% | -4.6% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling