+134.2%
DAL vs BRO
+294.2%
-160.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.3% |
| 7D | -0.3% | -7.3% | +7.0% | +3.9% |
| 30D | -11.1% | -6.9% | -4.3% | -7.8% |
| 3M | -2.1% | +10.7% | -12.8% | -8.8% |
| 6M | +35.8% | -2.7% | +38.5% | +34.8% |
| YTD | +16.0% | -16.3% | +32.4% | +25.5% |
| 1Y | +33.7% | -29.1% | +62.7% | +59.3% |
| 3Y | +102.3% | -7.8% | +110.1% | +95.5% |
| 5Y | +110.3% | +18.7% | +91.6% | +62.4% |
| All | +134.2% | +294.2% | -160.1% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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