+141.6%
DAL vs BROS
+8.6%
+133.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.8% |
| 7D | +10.7% | -19.0% | +29.7% | +14.9% |
| 30D | +12.5% | -7.3% | +19.8% | +13.6% |
| 3M | +3.6% | -31.2% | +34.8% | +10.6% |
| 6M | +26.7% | -33.0% | +59.8% | +34.8% |
| YTD | +34.3% | -42.4% | +76.6% | +46.1% |
| 1Y | +59.1% | -37.7% | +96.9% | +70.5% |
| 3Y | +179.9% | +28.2% | +151.7% | +153.6% |
| 5Y | +119.1% | -43.4% | +162.5% | +108.5% |
| All | +141.6% | +8.6% | +133.1% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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