+6.6%
DASH vs BRO
+51.8%
-45.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -4.6% | -7.3% | +2.7% | -0.5% |
| 30D | -5.0% | -6.9% | +1.9% | -1.1% |
| 3M | +30.6% | +10.7% | +20.0% | +22.9% |
| 6M | +19.2% | -2.7% | +21.9% | +20.1% |
| YTD | -10.8% | -16.3% | +5.5% | -2.8% |
| 1Y | -22.4% | -29.1% | +6.7% | -7.2% |
| 3Y | +142.5% | -7.8% | +150.3% | +133.5% |
| 5Y | -4.0% | +18.7% | -22.7% | -19.4% |
| All | +6.6% | +51.8% | -45.3% | -7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling