-29.3%
DASH vs BROS
-43.5%
+14.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.5% | -7.1% | -2.7% |
| 7D | -4.5% | +6.3% | -10.8% | -6.6% |
| 30D | -6.8% | -8.3% | +1.6% | -4.6% |
| 3M | -20.7% | -29.8% | +9.1% | -11.9% |
| 6M | +15.1% | -25.8% | +40.9% | +23.3% |
| YTD | -24.3% | -41.4% | +17.1% | -13.4% |
| 1Y | -12.1% | -35.2% | +23.0% | -3.4% |
| 3Y | +91.1% | +32.8% | +58.3% | +44.2% |
| All | -29.3% | -43.5% | +14.1% | -27.7% |
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 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