+18.4%
BROS vs DD
+62.4%
-44.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.1% |
| 7D | -6.1% | -2.9% | -3.1% | -4.4% |
| 30D | -12.4% | -11.5% | -0.9% | -5.7% |
| 3M | -27.9% | -5.4% | -22.5% | -25.4% |
| 6M | -16.8% | -6.9% | -9.9% | -14.0% |
| YTD | -29.0% | +6.9% | -35.9% | -33.0% |
| 1Y | -33.2% | +35.6% | -68.8% | -45.7% |
| 3Y | +56.8% | +42.5% | +14.2% | +19.4% |
| All | +18.4% | +62.4% | -44.0% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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