-14.4%
DASH vs BROS
+3.9%
-18.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.5% |
| 7D | +0.4% | -21.2% | +21.6% | +7.2% |
| 30D | -6.0% | -11.6% | +5.5% | -3.1% |
| 3M | -15.8% | -36.7% | +20.9% | -4.6% |
| 6M | +7.0% | -42.8% | +49.8% | +22.7% |
| YTD | -20.7% | -44.8% | +24.2% | -8.9% |
| 1Y | -8.5% | -36.5% | +28.0% | +0.2% |
| 3Y | +101.8% | +27.0% | +74.8% | +65.4% |
| 5Y | -9.6% | -50.3% | +40.8% | -13.3% |
| All | -14.4% | +3.9% | -18.3% | -22.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling