-100.0%
DFNS vs BROS
+3.7%
-103.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -3.7% | -15.6% | -19.6% |
| 7D | -12.7% | -2.5% | -10.2% | -12.8% |
| 30D | -65.2% | -11.2% | -54.0% | -65.4% |
| 3M | -94.6% | -33.9% | -60.6% | -94.7% |
| 6M | -96.2% | -33.5% | -62.8% | -96.3% |
| YTD | -99.6% | -44.9% | -54.7% | -99.6% |
| 1Y | -99.7% | -41.5% | -58.2% | -99.7% |
| 3Y | -100.0% | +22.4% | -122.4% | -100.0% |
| 5Y | -100.0% | -45.7% | -54.3% | -100.0% |
| All | -100.0% | +3.7% | -103.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling