+136.8%
DASH vs BRO
-7.2%
+144.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.6% |
| 7D | -12.8% | -7.6% | -5.2% | -10.0% |
| 30D | -6.0% | -6.9% | +0.9% | -3.3% |
| 3M | +26.7% | +12.8% | +13.9% | +20.9% |
| 6M | +11.7% | -5.9% | +17.6% | +13.4% |
| YTD | -12.9% | -15.9% | +3.0% | -8.1% |
| 1Y | -23.1% | -28.1% | +5.0% | -14.5% |
| All | +136.8% | -7.2% | +144.0% | +117.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling