+119.1%
DAL vs BROS
-43.7%
+162.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.9% |
| 7D | +10.7% | -19.0% | +29.7% | +15.4% |
| 30D | +12.5% | -7.3% | +19.8% | +13.7% |
| 3M | +3.6% | -31.2% | +34.8% | +11.6% |
| 6M | +26.7% | -33.0% | +59.8% | +35.9% |
| YTD | +34.3% | -42.4% | +76.6% | +47.8% |
| 1Y | +59.1% | -37.7% | +96.9% | +72.1% |
| 3Y | +179.9% | +28.2% | +151.7% | +145.0% |
| 5Y | +119.1% | -43.4% | +162.5% | +115.3% |
| All | +119.1% | -43.7% | +162.9% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling