-2.1%
BROS vs DG
-32.2%
+30.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.3% | +6.8% | +6.6% |
| 7D | +6.3% | +0.3% | +6.0% | +6.3% |
| 30D | -8.3% | +3.2% | -11.6% | -9.0% |
| 3M | -29.8% | +10.4% | -40.2% | -31.6% |
| 6M | -25.8% | +33.2% | -59.0% | -31.1% |
| YTD | -41.4% | +3.0% | -44.3% | -42.3% |
| 1Y | -35.2% | +31.2% | -66.4% | -40.0% |
| 3Y | +32.8% | +21.8% | +10.9% | +19.0% |
| 5Y | -42.2% | -35.0% | -7.2% | -30.1% |
| All | -2.1% | -32.2% | +30.1% | +9.3% |
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 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