+27.0%
BROS vs D
+7.5%
+19.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +1.3% |
| 7D | -6.7% | +0.4% | -7.1% | -6.9% |
| 30D | -29.1% | -3.6% | -25.5% | -28.1% |
| 3M | -16.7% | -1.0% | -15.7% | -16.4% |
| 6M | -11.6% | +6.3% | -17.9% | -14.0% |
| YTD | -23.9% | +14.7% | -38.6% | -28.3% |
| 1Y | -34.8% | +16.9% | -51.7% | -39.1% |
| 3Y | +62.1% | +56.8% | +5.3% | +28.5% |
| All | +27.0% | +7.5% | +19.5% | +19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling