-17.8%
DASH vs BROS
+3.7%
-21.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.7% | +0.5% | -2.1% |
| 7D | -4.1% | -2.5% | -1.6% | -3.4% |
| 30D | -10.6% | -11.2% | +0.6% | -7.8% |
| 3M | -18.8% | -33.9% | +15.1% | -9.2% |
| 6M | +11.2% | -33.5% | +44.7% | +22.2% |
| YTD | -23.8% | -44.9% | +21.1% | -12.5% |
| 1Y | -12.2% | -41.5% | +29.3% | -1.4% |
| 3Y | +97.3% | +22.4% | +74.9% | +63.6% |
| 5Y | -29.8% | -45.7% | +15.8% | -32.9% |
| All | -17.8% | +3.7% | -21.5% | -25.5% |
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 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