-50.2%
BROS vs D
+12.5%
-62.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.8% |
| 7D | -21.2% | +3.0% | -24.2% | -22.0% |
| 30D | -11.6% | +11.5% | -23.0% | -15.0% |
| 3M | -36.7% | +3.7% | -40.4% | -37.6% |
| 6M | -42.8% | +13.5% | -56.4% | -45.6% |
| YTD | -44.8% | +20.7% | -65.6% | -48.9% |
| 1Y | -36.5% | +18.2% | -54.8% | -40.9% |
| 3Y | +27.0% | +73.3% | -46.4% | -3.3% |
| All | -50.2% | +12.5% | -62.7% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling