+285.2%
BRO vs DTE
+137.8%
+147.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.4% |
| 7D | -7.3% | -2.6% | -4.8% | -6.3% |
| 30D | -6.9% | -4.4% | -2.5% | -5.0% |
| 3M | +10.7% | -8.3% | +19.0% | +14.9% |
| 6M | -2.7% | -8.1% | +5.4% | +0.6% |
| YTD | -16.3% | +4.4% | -20.7% | -18.6% |
| 1Y | -29.1% | +0.2% | -29.3% | -29.7% |
| 3Y | -7.8% | +42.6% | -50.4% | -23.0% |
| 5Y | +18.7% | +31.5% | -12.7% | +2.4% |
| All | +285.2% | +137.8% | +147.4% | +181.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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