-21.6%
DASH vs BRO
+17.3%
-39.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | -10.2% | -3.4% | -6.9% | -8.5% |
| 30D | -8.2% | +12.4% | -20.7% | -14.6% |
| 3M | -15.9% | +0.4% | -16.3% | -16.4% |
| 6M | +13.3% | +29.6% | -16.3% | -4.3% |
| YTD | -21.3% | -9.5% | -11.8% | -17.7% |
| 1Y | -11.1% | -9.9% | -1.2% | -7.0% |
| 3Y | +103.8% | +0.2% | +103.6% | +80.4% |
| 5Y | -21.6% | +16.3% | -37.9% | -43.3% |
| All | -21.6% | +17.3% | -39.0% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling