+285.2%
BRO vs DAR
+366.1%
-80.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.1% |
| 7D | -7.3% | -0.1% | -7.2% | -7.3% |
| 30D | -6.9% | +2.6% | -9.5% | -7.5% |
| 3M | +10.7% | +14.2% | -3.6% | +7.2% |
| 6M | -2.7% | +17.2% | -19.9% | -6.5% |
| YTD | -16.3% | +80.9% | -97.2% | -26.6% |
| 1Y | -29.1% | +104.0% | -133.1% | -39.6% |
| 3Y | -7.8% | +3.6% | -11.5% | -11.2% |
| 5Y | +18.7% | -7.8% | +26.5% | +13.7% |
| All | +285.2% | +366.1% | -80.9% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling