-7.8%
BRO vs DVA
+89.6%
-97.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -7.3% | -1.3% | -6.0% | -7.2% |
| 30D | -6.9% | 0.0% | -6.9% | -6.9% |
| 3M | +10.7% | -10.9% | +21.6% | +11.8% |
| 6M | -2.7% | +17.3% | -20.0% | -4.6% |
| YTD | -16.3% | +59.8% | -76.1% | -21.5% |
| 1Y | -29.1% | +36.3% | -65.3% | -32.1% |
| 3Y | -7.8% | +88.6% | -96.4% | -13.9% |
| All | -7.8% | +89.6% | -97.5% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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