+98.6%
DASH vs BRO
+0.1%
+98.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -10.2% | -3.4% | -6.9% | -9.1% |
| 30D | -8.2% | +12.4% | -20.7% | -12.2% |
| 3M | -15.9% | +0.4% | -16.3% | -16.1% |
| 6M | +13.3% | +29.6% | -16.3% | +3.2% |
| YTD | -21.3% | -9.5% | -11.8% | -19.8% |
| 1Y | -11.1% | -9.9% | -1.2% | -9.4% |
| All | +98.6% | +0.1% | +98.5% | +102.2% |
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