+27.0%
BROS vs DG
-33.0%
+60.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | -6.7% | +8.4% | -15.1% | -8.6% |
| 30D | -29.1% | +4.9% | -34.0% | -30.0% |
| 3M | -16.7% | +29.3% | -46.0% | -22.0% |
| 6M | -11.6% | -11.3% | -0.3% | -9.8% |
| YTD | -23.9% | +1.8% | -25.7% | -24.9% |
| 1Y | -34.8% | +25.3% | -60.1% | -39.0% |
| 3Y | +62.1% | +9.1% | +53.0% | +53.7% |
| All | +27.0% | -33.0% | +60.0% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling