+32.7%
BROS vs DRI
+70.6%
-37.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.5% | +5.1% | +5.9% |
| 7D | -17.9% | +3.1% | -21.0% | -19.1% |
| 30D | -5.4% | +16.2% | -21.6% | -11.9% |
| 3M | -32.1% | +8.4% | -40.4% | -34.6% |
| 6M | -31.7% | +19.0% | -50.7% | -37.3% |
| YTD | -41.2% | +28.8% | -70.0% | -48.0% |
| 1Y | -32.6% | +33.1% | -65.7% | -41.4% |
| 3Y | +32.7% | +70.8% | -38.1% | +2.4% |
| All | +32.7% | +70.6% | -37.9% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling