+995.5%
DELL vs BROS
+33.7%
+961.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.4% | -2.0% | -4.8% |
| 7D | -1.9% | -6.1% | +4.2% | -0.8% |
| 30D | +14.9% | -12.4% | +27.3% | +17.5% |
| 3M | +37.2% | -27.9% | +65.1% | +44.0% |
| 6M | +254.0% | -16.8% | +270.8% | +261.1% |
| YTD | +306.1% | -29.0% | +335.2% | +324.7% |
| 1Y | +312.3% | -33.2% | +345.5% | +333.4% |
| 3Y | +654.0% | +56.8% | +597.3% | +583.9% |
| All | +995.5% | +33.7% | +961.9% | +917.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling