+22.6%
BROS vs DAR
-9.5%
+32.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | -6.6% | -0.2% | -6.4% | -6.6% |
| 30D | -12.3% | +7.4% | -19.8% | -14.8% |
| 3M | -22.2% | +15.7% | -37.9% | -27.0% |
| 6M | -14.3% | +30.0% | -44.3% | -23.6% |
| YTD | -26.6% | +87.5% | -114.1% | -43.3% |
| 1Y | -31.5% | +113.4% | -144.9% | -50.4% |
| 3Y | +62.3% | +15.3% | +46.9% | +46.3% |
| All | +22.6% | -9.5% | +32.1% | +30.3% |
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