+22.6%
BROS vs DG
-37.4%
+60.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.4% |
| 7D | -6.6% | -4.8% | -1.8% | -5.4% |
| 30D | -12.3% | +1.8% | -14.1% | -12.8% |
| 3M | -22.2% | +14.5% | -36.7% | -24.9% |
| 6M | -14.3% | -13.6% | -0.7% | -11.8% |
| YTD | -26.6% | -4.8% | -21.7% | -26.2% |
| 1Y | -31.5% | +21.6% | -53.1% | -35.4% |
| 3Y | +62.3% | +4.5% | +57.8% | +54.4% |
| All | +22.6% | -37.4% | +60.0% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling