+76.3%
DE vs BROS
+62.9%
+13.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.4% |
| 7D | -3.0% | -6.6% | +3.6% | -2.6% |
| 30D | +11.1% | -12.3% | +23.5% | +12.1% |
| 3M | +17.6% | -22.2% | +39.8% | +19.0% |
| 6M | +13.6% | -14.3% | +27.9% | +13.8% |
| YTD | +46.3% | -26.6% | +72.8% | +48.2% |
| 1Y | +44.2% | -31.5% | +75.7% | +46.7% |
| All | +76.3% | +62.9% | +13.4% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling