-2.1%
BROS vs DAR
-25.0%
+22.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.1% | +5.4% | +6.1% |
| 7D | +6.3% | +11.6% | -5.2% | +2.5% |
| 30D | -8.3% | -10.2% | +1.9% | -5.2% |
| 3M | -29.8% | -14.8% | -15.0% | -26.5% |
| 6M | -25.8% | -10.1% | -15.8% | -24.5% |
| YTD | -41.4% | +55.5% | -96.9% | -52.0% |
| 1Y | -35.2% | +61.7% | -96.8% | -47.9% |
| 3Y | +32.8% | +37.2% | -4.4% | +6.5% |
| 5Y | -42.2% | -26.9% | -15.2% | -35.4% |
| All | -2.1% | -25.0% | +22.8% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling