+678.3%
DELL vs BROS
+62.9%
+615.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.7% |
| 7D | +8.7% | -6.6% | +15.3% | +10.4% |
| 30D | +16.9% | -12.3% | +29.2% | +20.4% |
| 3M | +40.4% | -22.2% | +62.6% | +46.7% |
| 6M | +267.1% | -14.3% | +281.3% | +273.1% |
| YTD | +329.1% | -26.6% | +355.7% | +350.8% |
| 1Y | +346.9% | -31.5% | +378.4% | +374.5% |
| All | +678.3% | +62.9% | +615.4% | +562.2% |
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