+70.3%
BROS vs DG
+7.4%
+62.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -1.0% |
| 7D | -0.9% | -2.5% | +1.5% | -0.6% |
| 30D | -13.5% | +1.0% | -14.5% | -13.6% |
| 3M | -18.4% | +20.3% | -38.8% | -20.1% |
| 6M | -10.6% | -11.7% | +1.2% | -10.5% |
| YTD | -25.1% | -2.3% | -22.7% | -25.4% |
| 1Y | -28.6% | +20.0% | -48.6% | -30.1% |
| All | +70.3% | +7.4% | +62.9% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling