+18.4%
BROS vs DGX
+65.3%
-46.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.5% | -2.7% |
| 7D | -6.1% | -3.5% | -2.6% | -4.9% |
| 30D | -12.4% | -2.7% | -9.7% | -11.4% |
| 3M | -27.9% | +13.9% | -41.8% | -31.3% |
| 6M | -16.8% | +16.0% | -32.8% | -21.5% |
| YTD | -29.0% | +34.9% | -64.0% | -37.3% |
| 1Y | -33.2% | +30.6% | -63.8% | -40.3% |
| 3Y | +56.8% | +93.0% | -36.2% | +10.9% |
| All | +18.4% | +65.3% | -46.8% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling