+123.7%
DAL vs BROS
+6.4%
+117.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -21.4% | +17.1% | -0.2% |
| 7D | +4.6% | -21.4% | +26.0% | +9.1% |
| 30D | +2.3% | -11.5% | +13.8% | +4.2% |
| 3M | -8.1% | -47.4% | +39.3% | +2.9% |
| 6M | +21.4% | -39.5% | +61.0% | +31.7% |
| YTD | +24.3% | -43.5% | +67.8% | +35.9% |
| 1Y | +47.4% | -37.8% | +85.2% | +57.9% |
| 3Y | +164.6% | +30.5% | +134.1% | +139.0% |
| 5Y | +100.2% | -49.1% | +149.4% | +91.2% |
| All | +123.7% | +6.4% | +117.3% | +109.4% |
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 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