+15.8%
RTX vs BROS
-37.3%
+53.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | -0.1% |
| 7D | +4.8% | +6.3% | -1.5% | +4.6% |
| 30D | +6.5% | -8.3% | +14.8% | +6.9% |
| 3M | -9.6% | -29.8% | +20.2% | -9.6% |
| 6M | +12.3% | -25.8% | +38.2% | +12.5% |
| YTD | +9.5% | -41.4% | +50.8% | +8.5% |
| 1Y | +15.8% | -35.2% | +51.0% | +16.5% |
| All | +15.8% | -37.3% | +53.1% | +16.5% |
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 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