-34.8%
BROS vs DTE
+3.0%
-37.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.8% |
| 7D | -6.7% | +0.2% | -6.8% | -6.7% |
| 30D | -29.1% | -2.6% | -26.5% | -28.9% |
| 3M | -16.7% | -3.9% | -12.8% | -16.1% |
| 6M | -11.6% | -7.9% | -3.7% | -10.6% |
| YTD | -23.9% | +7.2% | -31.1% | -26.3% |
| 1Y | -34.8% | +3.1% | -37.9% | -37.3% |
| All | -34.8% | +3.0% | -37.8% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling