-98.3%
DFNS vs BRO
-24.4%
-73.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.8% |
| 7D | -16.0% | -2.6% | -13.4% | -14.2% |
| 30D | -77.7% | +0.9% | -78.6% | -78.6% |
| 3M | -77.2% | +24.8% | -101.9% | -77.7% |
| 6M | -95.2% | -0.1% | -95.1% | -95.4% |
| YTD | -98.0% | -9.7% | -88.3% | -98.1% |
| 1Y | -98.3% | -24.5% | -73.8% | -98.7% |
| All | -98.3% | -24.4% | -73.8% | -98.7% |
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