-33.2%
BROS vs DG
+20.1%
-53.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -2.9% |
| 7D | -6.1% | -6.3% | +0.2% | -3.9% |
| 30D | -12.4% | +2.4% | -14.8% | -13.3% |
| 3M | -27.9% | +12.4% | -40.4% | -31.1% |
| 6M | -16.8% | -14.9% | -1.9% | -14.4% |
| YTD | -29.0% | -6.1% | -23.0% | -29.2% |
| 1Y | -33.2% | +17.9% | -51.1% | -41.4% |
| All | -33.2% | +20.1% | -53.3% | -41.4% |
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 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