+27.0%
BROS vs DAR
+11.9%
+15.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | -21.2% | -9.9% | -11.3% | -19.6% |
| 30D | -11.6% | -16.4% | +4.8% | -8.5% |
| 3M | -36.7% | -17.1% | -19.6% | -34.7% |
| 6M | -42.8% | -20.5% | -22.3% | -40.7% |
| YTD | -44.8% | +39.4% | -84.3% | -51.1% |
| 1Y | -36.5% | +57.2% | -93.8% | -45.7% |
| 3Y | +27.0% | +13.9% | +13.1% | +13.1% |
| All | +27.0% | +11.9% | +15.1% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling