+285.2%
BRO vs DD
+66.6%
+218.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.1% |
| 7D | -7.3% | -3.5% | -3.8% | -6.4% |
| 30D | -6.9% | -11.7% | +4.8% | -3.6% |
| 3M | +10.7% | -9.2% | +19.9% | +13.4% |
| 6M | -2.7% | -7.2% | +4.5% | -1.7% |
| YTD | -16.3% | +6.6% | -22.9% | -19.5% |
| 1Y | -29.1% | +32.0% | -61.1% | -36.6% |
| 3Y | -7.8% | +42.1% | -50.0% | -21.9% |
| 5Y | +18.7% | +58.1% | -39.3% | -4.8% |
| All | +285.2% | +66.6% | +218.6% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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