+140.6%
DAL vs BROS
+10.8%
+129.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.6% | -1.4% | +4.0% |
| 7D | +10.0% | -17.9% | +28.0% | +13.9% |
| 30D | +12.0% | -5.4% | +17.4% | +12.7% |
| 3M | +0.8% | -32.1% | +32.9% | +7.9% |
| 6M | +26.2% | -31.7% | +57.9% | +33.7% |
| YTD | +33.7% | -41.2% | +74.9% | +45.0% |
| 1Y | +57.6% | -32.6% | +90.2% | +66.3% |
| 3Y | +183.5% | +32.7% | +150.8% | +155.2% |
| 5Y | +114.2% | -44.2% | +158.4% | +102.9% |
| All | +140.6% | +10.8% | +129.8% | +123.4% |
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