+27.0%
BROS vs D
+8.6%
+18.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.9% |
| 7D | -6.7% | +1.5% | -8.1% | -7.2% |
| 30D | -29.1% | -2.6% | -26.5% | -28.3% |
| 3M | -16.7% | 0.0% | -16.7% | -16.7% |
| 6M | -11.6% | +7.4% | -19.0% | -14.3% |
| YTD | -23.9% | +15.9% | -39.8% | -28.5% |
| 1Y | -34.8% | +18.1% | -52.9% | -39.4% |
| 3Y | +62.1% | +58.4% | +3.7% | +28.0% |
| All | +27.0% | +8.6% | +18.4% | +18.8% |
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