+851.5%
DE vs BRO
+294.2%
+557.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -2.6% | -7.3% | +4.8% | +0.7% |
| 30D | +9.0% | -6.9% | +15.9% | +12.3% |
| 3M | +19.1% | +10.7% | +8.5% | +12.6% |
| 6M | +14.4% | -2.7% | +17.1% | +14.1% |
| YTD | +45.9% | -16.3% | +62.3% | +55.7% |
| 1Y | +43.6% | -29.1% | +72.7% | +65.7% |
| 3Y | +75.9% | -7.8% | +83.7% | +69.7% |
| 5Y | +98.8% | +18.7% | +80.0% | +56.0% |
| All | +851.5% | +294.2% | +557.2% | +276.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling