+19.4%
BRO vs DD
+56.1%
-36.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | -7.3% | -3.5% | -3.8% | -6.6% |
| 30D | -6.9% | -11.7% | +4.8% | -4.4% |
| 3M | +10.7% | -9.2% | +19.9% | +12.8% |
| 6M | -2.7% | -7.2% | +4.5% | -2.0% |
| YTD | -16.3% | +6.6% | -22.9% | -19.3% |
| 1Y | -29.1% | +32.0% | -61.1% | -35.9% |
| 3Y | -7.8% | +42.1% | -50.0% | -20.9% |
| All | +19.4% | +56.1% | -36.7% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling