+358.3%
DELL vs BROS
-32.8%
+391.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.1% | +10.9% | +11.8% |
| 7D | +8.2% | -5.8% | +14.0% | +9.6% |
| 30D | +17.1% | -14.0% | +31.0% | +20.4% |
| 3M | +45.2% | -32.5% | +77.7% | +54.2% |
| 6M | +286.8% | -14.9% | +301.7% | +292.4% |
| YTD | +354.8% | -28.3% | +383.1% | +368.8% |
| 1Y | +358.3% | -34.0% | +392.2% | +337.6% |
| All | +358.3% | -32.8% | +391.1% | +337.6% |
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