-14.9%
DASH vs BROS
-35.3%
+20.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.4% | -4.8% |
| 7D | -10.6% | -6.7% | -3.9% | -9.2% |
| 30D | +2.2% | -29.1% | +31.2% | +9.2% |
| 3M | +32.3% | -16.7% | +49.0% | +34.9% |
| 6M | +19.1% | -11.6% | +30.7% | +18.0% |
| YTD | -6.5% | -23.9% | +17.4% | -4.9% |
| 1Y | -14.9% | -34.8% | +19.9% | -9.5% |
| All | -14.9% | -35.3% | +20.4% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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