-8.1%
BROS vs D
+11.3%
-19.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.4% |
| 7D | -2.5% | -3.1% | +0.6% | -1.4% |
| 30D | -11.2% | +8.4% | -19.6% | -13.9% |
| 3M | -33.9% | +0.2% | -34.2% | -34.1% |
| 6M | -33.5% | +9.5% | -42.9% | -35.9% |
| YTD | -44.9% | +18.8% | -63.7% | -48.8% |
| 1Y | -41.5% | +14.7% | -56.2% | -44.9% |
| 3Y | +22.4% | +72.9% | -50.5% | -7.1% |
| 5Y | -45.7% | +13.1% | -58.8% | -48.2% |
| All | -8.1% | +11.3% | -19.4% | -14.9% |
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