-36.5%
BROS vs D
+16.2%
-52.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.5% | +7.2% | +6.7% |
| 7D | -17.9% | +0.8% | -18.7% | -18.0% |
| 30D | -5.4% | +10.7% | -16.1% | -6.7% |
| 3M | -32.1% | +2.3% | -34.4% | -32.2% |
| 6M | -31.7% | +12.5% | -44.2% | -32.8% |
| YTD | -41.2% | +20.1% | -61.3% | -42.7% |
| All | -36.5% | +16.2% | -52.7% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling