-12.2%
DASH vs BROS
-40.8%
+28.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.7% | +0.5% | -2.3% |
| 7D | -4.1% | -2.5% | -1.6% | -3.5% |
| 30D | -10.6% | -11.2% | +0.6% | -7.6% |
| 3M | -18.8% | -33.9% | +15.1% | -11.1% |
| 6M | +11.2% | -33.5% | +44.7% | +18.7% |
| YTD | -23.8% | -44.9% | +21.1% | -18.5% |
| 1Y | -12.2% | -41.5% | +29.3% | -5.9% |
| All | -12.2% | -40.8% | +28.7% | -5.9% |
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