-47.0%
BROS vs DG
-32.2%
-14.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -20.4% | -3.0% | -17.4% | -19.7% |
| 30D | -6.1% | +8.6% | -14.7% | -7.9% |
| 3M | -29.4% | +15.0% | -44.4% | -31.8% |
| 6M | -31.5% | +32.7% | -64.2% | -36.1% |
| YTD | -42.8% | +5.5% | -48.3% | -44.0% |
| 1Y | -37.5% | +34.6% | -72.1% | -42.3% |
| 3Y | +27.2% | +24.2% | +2.9% | +14.6% |
| 5Y | -47.0% | -32.3% | -14.7% | -40.1% |
| All | -47.0% | -32.2% | -14.8% | -40.1% |
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