+18.4%
BROS vs DG
-38.2%
+56.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.1% |
| 7D | -6.1% | -6.3% | +0.2% | -4.5% |
| 30D | -12.4% | +2.4% | -14.8% | -13.0% |
| 3M | -27.9% | +12.4% | -40.4% | -30.1% |
| 6M | -16.8% | -14.9% | -1.9% | -14.1% |
| YTD | -29.0% | -6.1% | -23.0% | -28.5% |
| 1Y | -33.2% | +17.9% | -51.1% | -36.5% |
| 3Y | +56.8% | +3.1% | +53.6% | +49.6% |
| All | +18.4% | -38.2% | +56.6% | +35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling