+25.1%
BROS vs DRI
+70.3%
-45.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.3% |
| 7D | -0.9% | -1.2% | +0.3% | -0.1% |
| 30D | -13.5% | -0.4% | -13.1% | -13.3% |
| 3M | -18.4% | +9.5% | -27.9% | -23.6% |
| 6M | -10.6% | +6.5% | -17.0% | -14.9% |
| YTD | -25.1% | +18.4% | -43.5% | -33.9% |
| 1Y | -28.6% | +4.2% | -32.9% | -31.7% |
| 3Y | +65.6% | +57.1% | +8.5% | +14.3% |
| All | +25.1% | +70.3% | -45.2% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling