-29.8%
BROS vs DRI
+8.0%
-37.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.5% | +5.1% | +5.4% |
| 7D | -17.9% | +3.1% | -21.0% | -19.4% |
| 30D | -5.4% | +16.2% | -21.6% | -13.9% |
| All | -29.8% | +8.0% | -37.7% | -32.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling