-99.6%
DFNS vs BRO
-3.6%
-96.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +4.5% | -22.8% | -21.2% |
| 7D | -27.7% | +12.4% | -40.1% | -34.4% |
| 30D | -58.0% | +21.6% | -79.5% | -64.8% |
| 3M | -94.0% | +4.3% | -98.3% | -94.4% |
| 6M | -94.6% | +29.2% | -123.8% | -95.1% |
| YTD | -99.4% | -6.4% | -93.1% | -99.5% |
| 1Y | -99.6% | -5.3% | -94.3% | -99.7% |
| All | -99.6% | -3.6% | -96.1% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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