+1,994.8%
RSG vs BRO
+3,708.8%
-1,714.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | 0.0% | -7.3% | +7.3% | +2.5% |
| 30D | +4.0% | -6.9% | +10.8% | +6.4% |
| 3M | +7.4% | +10.7% | -3.3% | +3.5% |
| 6M | +0.1% | -2.7% | +2.8% | +0.3% |
| YTD | +6.0% | -16.3% | +22.3% | +11.3% |
| 1Y | -3.0% | -29.1% | +26.1% | +7.5% |
| 3Y | +56.5% | -7.8% | +64.3% | +57.0% |
| 5Y | +90.9% | +18.7% | +72.2% | +73.6% |
| 10Y | +428.7% | +291.9% | +136.8% | +234.4% |
| All | +1,994.8% | +3,708.8% | -1,714.0% | +758.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling