-7.8%
BRO vs DD
+41.1%
-49.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | -7.3% | -3.5% | -3.8% | -7.0% |
| 30D | -6.9% | -11.7% | +4.8% | -5.9% |
| 3M | +10.7% | -9.2% | +19.9% | +11.4% |
| 6M | -2.7% | -7.2% | +4.5% | -2.6% |
| YTD | -16.3% | +6.6% | -22.9% | -18.2% |
| 1Y | -29.1% | +32.0% | -61.1% | -33.0% |
| 3Y | -7.8% | +42.1% | -50.0% | -15.3% |
| All | -7.8% | +41.1% | -49.0% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling