-99.9%
DFNS vs BROS
+38.3%
-138.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.6% | -4.8% |
| 7D | +4.6% | -6.6% | +11.2% | +4.1% |
| 30D | -73.9% | -12.3% | -61.5% | -74.1% |
| 3M | -71.7% | -22.2% | -49.5% | -72.0% |
| 6M | -94.6% | -14.3% | -80.3% | -94.6% |
| YTD | -98.1% | -26.6% | -71.5% | -98.1% |
| 1Y | -98.3% | -31.5% | -66.8% | -98.4% |
| 3Y | -99.9% | +62.3% | -162.1% | -99.9% |
| All | -99.9% | +38.3% | -138.2% | -99.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling