+102.9%
DAL vs BROS
-50.1%
+153.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.7% |
| 7D | +8.8% | -21.2% | +30.0% | +14.1% |
| 30D | +5.4% | -11.6% | +16.9% | +7.6% |
| 3M | -4.9% | -36.7% | +31.7% | +4.3% |
| 6M | +19.8% | -42.8% | +62.7% | +33.0% |
| YTD | +27.0% | -44.8% | +71.8% | +41.2% |
| 1Y | +52.5% | -36.5% | +89.0% | +64.1% |
| 3Y | +173.8% | +27.0% | +146.9% | +140.1% |
| All | +102.9% | -50.1% | +153.0% | +104.3% |
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