-2.1%
BROS vs D
+11.6%
-13.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.2% | +6.3% | +6.4% |
| 7D | +6.3% | -1.4% | +7.7% | +6.8% |
| 30D | -8.3% | +7.7% | -16.1% | -10.9% |
| 3M | -29.8% | -0.3% | -29.5% | -29.8% |
| 6M | -25.8% | +10.1% | -35.9% | -28.7% |
| YTD | -41.4% | +19.1% | -60.4% | -45.5% |
| 1Y | -35.2% | +15.9% | -51.1% | -39.2% |
| 3Y | +32.8% | +75.0% | -42.2% | +0.2% |
| 5Y | -42.2% | +13.4% | -55.5% | -44.9% |
| All | -2.1% | +11.6% | -13.7% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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