-99.9%
DFNS vs BRO
+58.2%
-158.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.2% | -5.3% |
| 7D | +4.6% | -7.6% | +12.3% | +2.4% |
| 30D | -73.9% | -6.9% | -67.0% | -74.2% |
| 3M | -71.7% | +12.8% | -84.5% | -69.6% |
| 6M | -94.6% | -5.9% | -88.7% | -94.8% |
| YTD | -98.1% | -15.9% | -82.2% | -98.3% |
| 1Y | -98.3% | -28.1% | -70.2% | -98.6% |
| 3Y | -99.9% | -7.0% | -92.9% | -99.9% |
| 5Y | -99.9% | +18.0% | -117.9% | -99.9% |
| All | -99.9% | +58.2% | -158.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling