+47.9%
DE vs BROS
-35.3%
+83.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.1% |
| 7D | +10.0% | -6.7% | +16.7% | +10.1% |
| 30D | +13.3% | -29.1% | +42.4% | +14.1% |
| 3M | +17.5% | -16.7% | +34.2% | +17.0% |
| 6M | +13.6% | -11.6% | +25.2% | +12.6% |
| YTD | +49.8% | -23.9% | +73.7% | +50.8% |
| 1Y | +47.9% | -34.8% | +82.7% | +50.9% |
| All | +47.9% | -35.3% | +83.2% | +50.9% |
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