+27.0%
BROS vs DRI
+73.4%
-46.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +1.1% |
| 7D | -6.7% | +0.6% | -7.3% | -7.0% |
| 30D | -29.1% | +3.8% | -32.9% | -31.0% |
| 3M | -16.7% | +13.0% | -29.7% | -23.6% |
| 6M | -11.6% | +8.3% | -19.9% | -16.7% |
| YTD | -23.9% | +20.6% | -44.5% | -33.7% |
| 1Y | -34.8% | +6.5% | -41.2% | -38.5% |
| 3Y | +62.1% | +53.7% | +8.4% | +14.4% |
| All | +27.0% | +73.4% | -46.4% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling