+109.5%
DAL vs BROS
+43.3%
+66.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | +0.1% | -6.7% | +6.8% | +1.5% |
| 30D | -13.9% | -29.1% | +15.1% | -8.5% |
| 3M | +1.1% | -16.7% | +17.8% | +3.8% |
| 6M | +26.2% | -11.6% | +37.9% | +27.6% |
| YTD | +16.4% | -23.9% | +40.3% | +20.8% |
| 1Y | +33.9% | -34.8% | +68.6% | +42.2% |
| 3Y | +93.4% | +62.1% | +31.3% | +68.1% |
| All | +109.5% | +43.3% | +66.2% | +86.2% |
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