-44.2%
BROS vs DRI
+76.5%
-120.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.5% | +5.1% | +5.6% |
| 7D | -17.9% | +3.1% | -21.0% | -19.5% |
| 30D | -5.4% | +16.2% | -21.6% | -14.5% |
| 3M | -32.1% | +8.4% | -40.4% | -35.8% |
| 6M | -31.7% | +19.0% | -50.7% | -39.8% |
| YTD | -41.2% | +28.8% | -70.0% | -51.4% |
| 1Y | -32.6% | +33.1% | -65.7% | -45.7% |
| 3Y | +32.7% | +70.8% | -38.1% | -15.8% |
| 5Y | -44.2% | +74.2% | -118.5% | -68.8% |
| All | -44.2% | +76.5% | -120.7% | -68.8% |
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