+27.0%
BROS vs DAR
-12.6%
+39.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -6.7% | +1.4% | -8.0% | -7.2% |
| 30D | -29.1% | +12.8% | -41.9% | -32.6% |
| 3M | -16.7% | +7.4% | -24.1% | -19.8% |
| 6M | -11.6% | +22.3% | -33.9% | -19.5% |
| YTD | -23.9% | +81.1% | -105.0% | -40.6% |
| 1Y | -34.8% | +106.5% | -141.3% | -52.2% |
| 3Y | +62.1% | +5.3% | +56.8% | +52.3% |
| All | +27.0% | -12.6% | +39.6% | +36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling