+1,033.4%
DELL vs BROS
+43.3%
+990.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | +14.9% | -6.7% | +21.6% | +16.3% |
| 30D | +13.3% | -29.1% | +42.3% | +19.8% |
| 3M | +24.4% | -16.7% | +41.1% | +27.2% |
| 6M | +258.0% | -11.6% | +269.6% | +261.2% |
| YTD | +320.2% | -23.9% | +344.1% | +334.1% |
| 1Y | +319.1% | -34.8% | +353.8% | +342.0% |
| 3Y | +706.5% | +62.1% | +644.5% | +626.0% |
| All | +1,033.4% | +43.3% | +990.1% | +939.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling