-2.1%
BROS vs DRI
+84.4%
-86.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.4% | +6.1% | +6.3% |
| 7D | +6.3% | +1.1% | +5.3% | +5.7% |
| 30D | -8.3% | +9.7% | -18.0% | -13.6% |
| 3M | -29.8% | +3.2% | -33.0% | -31.2% |
| 6M | -25.8% | +20.6% | -46.4% | -34.9% |
| YTD | -41.4% | +28.3% | -69.6% | -50.9% |
| 1Y | -35.2% | +34.5% | -69.7% | -47.5% |
| 3Y | +32.8% | +66.5% | -33.8% | -11.3% |
| 5Y | -42.2% | +79.6% | -121.8% | -66.1% |
| All | -2.1% | +84.4% | -86.5% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling