+63.0%
BROS vs DGX
+96.4%
-33.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | -5.8% | -0.9% | -4.9% | -5.6% |
| 30D | -14.0% | -1.2% | -12.8% | -13.8% |
| 3M | -32.5% | +15.8% | -48.3% | -33.6% |
| 6M | -14.9% | +18.2% | -33.1% | -16.6% |
| YTD | -28.3% | +37.2% | -65.5% | -31.2% |
| 1Y | -34.0% | +30.4% | -64.3% | -36.3% |
| 3Y | +63.0% | +96.7% | -33.8% | +49.2% |
| All | +63.0% | +96.4% | -33.5% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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