-17.2%
DASH vs BRO
-3.8%
-13.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.2% | +4.1% | +6.4% |
| 7D | +17.2% | +12.2% | +5.0% | +11.5% |
| 30D | +3.6% | +21.3% | -17.7% | -5.0% |
| 3M | -1.9% | +4.1% | -5.9% | -3.6% |
| 6M | +15.1% | +28.9% | -13.8% | +2.9% |
| YTD | -12.3% | -6.6% | -5.7% | -11.3% |
| 1Y | -17.2% | -5.6% | -11.7% | -17.8% |
| All | -17.2% | -3.8% | -13.4% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling