+3.1%
ROL vs BROS
+43.3%
-40.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | -1.4% | -6.7% | +5.2% | -1.0% |
| 30D | -4.1% | -29.1% | +25.0% | -1.9% |
| 3M | -22.5% | -16.7% | -5.8% | -21.7% |
| 6M | -37.7% | -11.6% | -26.0% | -37.5% |
| YTD | -39.6% | -23.9% | -15.7% | -38.8% |
| 1Y | -36.0% | -34.8% | -1.2% | -34.6% |
| 3Y | -5.1% | +62.1% | -67.2% | -12.0% |
| All | +3.1% | +43.3% | -40.2% | -4.7% |
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