+100.6%
DE vs BROS
+35.1%
+65.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | -2.6% | -5.8% | +3.2% | -2.1% |
| 30D | +9.0% | -14.0% | +23.0% | +10.2% |
| 3M | +19.1% | -32.5% | +51.6% | +22.2% |
| 6M | +14.4% | -14.9% | +29.3% | +14.8% |
| YTD | +45.9% | -28.3% | +74.2% | +48.3% |
| 1Y | +43.6% | -34.0% | +77.6% | +46.6% |
| 3Y | +75.9% | +63.0% | +12.9% | +63.2% |
| All | +100.6% | +35.1% | +65.5% | +92.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling