-11.3%
DASH vs BROS
-34.1%
+22.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.6% | -5.9% | -0.9% |
| 7D | -4.8% | -17.9% | +13.1% | -0.4% |
| 30D | -7.9% | -5.4% | -2.5% | -6.3% |
| 3M | -16.3% | -32.1% | +15.7% | -9.3% |
| 6M | +10.4% | -31.7% | +42.1% | +16.9% |
| YTD | -20.1% | -41.2% | +21.1% | -16.1% |
| All | -11.3% | -34.1% | +22.7% | -7.1% |
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