+27.0%
BROS vs DVA
+50.5%
-23.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.5% | +0.5% |
| 7D | -6.7% | +1.8% | -8.5% | -7.0% |
| 30D | -29.1% | -2.5% | -26.6% | -28.7% |
| 3M | -16.7% | -4.3% | -12.4% | -16.4% |
| 6M | -11.6% | +18.9% | -30.5% | -15.0% |
| YTD | -23.9% | +61.9% | -85.9% | -31.7% |
| 1Y | -34.8% | +35.7% | -70.5% | -39.2% |
| 3Y | +62.1% | +78.6% | -16.6% | +43.0% |
| All | +27.0% | +50.5% | -23.5% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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