+19.7%
BROS vs DTE
+33.2%
-13.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.5% |
| 7D | -5.8% | -2.6% | -3.2% | -4.9% |
| 30D | -14.0% | -4.4% | -9.6% | -12.6% |
| 3M | -32.5% | -8.3% | -24.2% | -30.5% |
| 6M | -14.9% | -8.1% | -6.8% | -12.6% |
| YTD | -28.3% | +4.4% | -32.7% | -30.2% |
| 1Y | -34.0% | +0.2% | -34.2% | -34.7% |
| 3Y | +63.0% | +42.6% | +20.3% | +33.5% |
| All | +19.7% | +33.2% | -13.5% | +16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling