+7,965.9%
BRO vs DGX
+8,778.1%
-812.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | -7.3% | -0.9% | -6.4% | -7.1% |
| 30D | -6.9% | -1.2% | -5.7% | -6.6% |
| 3M | +10.7% | +15.8% | -5.1% | +6.9% |
| 6M | -2.7% | +18.2% | -20.9% | -6.5% |
| YTD | -16.3% | +37.2% | -53.5% | -22.6% |
| 1Y | -29.1% | +30.4% | -59.4% | -33.6% |
| 3Y | -7.8% | +96.7% | -104.5% | -22.1% |
| 5Y | +18.7% | +67.2% | -48.4% | +3.6% |
| 10Y | +291.9% | +253.9% | +38.0% | +185.8% |
| All | +7,965.9% | +8,778.1% | -812.3% | +3,695.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 all: compounded portfolio wealth divided by compounded DGX 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…
all analysis · Full analysis span regression · 6 months rolling