-5.8%
DASH vs BROS
-47.0%
+41.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.6% | -5.9% | -1.4% |
| 7D | -4.8% | -17.9% | +13.1% | +1.0% |
| 30D | -7.9% | -5.4% | -2.5% | -6.7% |
| 3M | -16.3% | -32.1% | +15.7% | -6.1% |
| 6M | +10.4% | -31.7% | +42.1% | +21.6% |
| YTD | -20.1% | -41.2% | +21.1% | -8.8% |
| 1Y | -11.4% | -32.6% | +21.2% | -4.0% |
| 3Y | +114.1% | +32.7% | +81.4% | +63.0% |
| 5Y | -5.8% | -44.2% | +38.5% | -5.2% |
| All | -5.8% | -47.0% | +41.3% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling