+128.5%
DAL vs BROS
+3.9%
+124.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.6% |
| 7D | +8.8% | -21.2% | +30.0% | +13.5% |
| 30D | +5.4% | -11.6% | +16.9% | +7.3% |
| 3M | -4.9% | -36.7% | +31.7% | +3.1% |
| 6M | +19.8% | -42.8% | +62.7% | +31.4% |
| YTD | +27.0% | -44.8% | +71.8% | +39.4% |
| 1Y | +52.5% | -36.5% | +89.0% | +62.8% |
| 3Y | +173.8% | +27.0% | +146.9% | +148.7% |
| 5Y | +104.5% | -50.3% | +154.9% | +96.2% |
| All | +128.5% | +3.9% | +124.6% | +114.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling