+32.8%
BROS vs D
+73.4%
-40.6%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.2% | +6.3% | +6.4% |
| 7D | +6.3% | -1.4% | +7.7% | +6.6% |
| 30D | -8.3% | +7.7% | -16.1% | -9.9% |
| 3M | -29.8% | -0.3% | -29.5% | -29.8% |
| 6M | -25.8% | +10.1% | -35.9% | -27.6% |
| YTD | -41.4% | +19.1% | -60.4% | -43.9% |
| 1Y | -35.2% | +15.9% | -51.1% | -37.6% |
| 3Y | +32.8% | +75.0% | -42.2% | -0.6% |
| All | +32.8% | +73.4% | -40.6% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling