-7.9%
BROS vs D
+13.1%
-21.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.1% |
| 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% | -49.0% |
| 1Y | -36.5% | +18.2% | -54.8% | -40.9% |
| 3Y | +27.0% | +73.3% | -46.4% | -3.5% |
| 5Y | -50.3% | +12.3% | -62.6% | -52.3% |
| All | -7.9% | +13.1% | -21.0% | -15.2% |
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