-8.5%
DASH vs BROS
-40.0%
+31.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.4% |
| 7D | +0.4% | -21.2% | +21.6% | +6.2% |
| 30D | -6.0% | -11.6% | +5.5% | -2.9% |
| 3M | -15.8% | -36.7% | +20.9% | -7.2% |
| 6M | +7.0% | -42.8% | +49.8% | +17.6% |
| YTD | -20.7% | -44.8% | +24.2% | -15.4% |
| 1Y | -8.5% | -36.5% | +28.0% | -2.7% |
| All | -8.5% | -40.0% | +31.5% | -2.7% |
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