+11.4%
ROL vs BROS
+10.8%
+0.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.6% | -4.6% | +1.6% |
| 7D | +7.5% | -17.9% | +25.4% | +8.8% |
| 30D | +21.1% | -5.4% | +26.5% | +21.3% |
| 3M | +3.1% | -32.1% | +35.2% | +5.6% |
| 6M | -27.4% | -31.7% | +4.2% | -25.9% |
| YTD | -34.7% | -41.2% | +6.5% | -32.9% |
| 1Y | -32.9% | -32.6% | -0.3% | -31.8% |
| 3Y | +6.1% | +32.7% | -26.5% | -0.4% |
| 5Y | +16.3% | -44.2% | +60.6% | +12.9% |
| All | +11.4% | +10.8% | +0.6% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling