+25.1%
BROS vs DD
+67.5%
-42.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -0.9% | -0.6% | -0.3% | -0.5% |
| 30D | -13.5% | -7.4% | -6.0% | -9.4% |
| 3M | -18.4% | -6.4% | -12.0% | -15.3% |
| 6M | -10.6% | -2.5% | -8.1% | -10.1% |
| YTD | -25.1% | +10.2% | -35.3% | -30.5% |
| 1Y | -28.6% | +36.9% | -65.6% | -42.3% |
| 3Y | +65.6% | +47.0% | +18.6% | +23.8% |
| All | +25.1% | +67.5% | -42.5% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling