-20.3%
BROS vs DG
+45.3%
-65.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.5% | -7.6% | -1.7% |
| 7D | +2.5% | +12.3% | -9.8% | -1.3% |
| 30D | +15.1% | +19.3% | -4.2% | +8.4% |
| 3M | -31.4% | +11.9% | -43.2% | -34.1% |
| 6M | -22.6% | +25.0% | -47.6% | -28.9% |
| YTD | -28.1% | +8.7% | -36.9% | -31.8% |
| 1Y | -20.3% | +44.7% | -65.0% | -32.3% |
| All | -20.3% | +45.3% | -65.5% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling