-99.9%
DFNS vs BRO
-7.6%
-92.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.7% |
| 7D | -6.3% | -7.3% | +1.0% | -10.2% |
| 30D | -74.0% | -6.9% | -67.1% | -74.6% |
| 3M | -70.1% | +10.7% | -80.8% | -65.9% |
| 6M | -93.9% | -2.7% | -91.2% | -94.3% |
| YTD | -98.1% | -16.3% | -81.8% | -98.6% |
| 1Y | -98.3% | -29.1% | -69.2% | -99.1% |
| 3Y | -99.9% | -7.8% | -92.0% | -99.9% |
| All | -99.9% | -7.6% | -92.3% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling