-35.2%
BROS vs DG
+31.9%
-67.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -9.1% |
| 3M | -29.8% | +10.4% | -40.2% | -32.0% |
| 6M | -25.8% | +33.2% | -59.0% | -32.0% |
| YTD | -41.4% | +3.0% | -44.3% | -43.1% |
| 1Y | -35.2% | +31.2% | -66.4% | -37.5% |
| All | -35.2% | +31.9% | -67.0% | -37.5% |
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