-100.0%
DFNS vs BROS
+10.8%
-110.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.6% | -9.6% | -2.6% |
| 7D | -42.8% | -17.9% | -24.9% | -43.5% |
| 30D | -67.6% | -5.4% | -62.2% | -67.6% |
| 3M | -94.9% | -32.1% | -62.8% | -95.0% |
| 6M | -96.7% | -31.7% | -65.1% | -96.8% |
| YTD | -99.6% | -41.2% | -58.4% | -99.6% |
| 1Y | -99.7% | -32.6% | -67.1% | -99.7% |
| 3Y | -100.0% | +32.7% | -132.7% | -100.0% |
| 5Y | -100.0% | -44.2% | -55.7% | -100.0% |
| All | -100.0% | +10.8% | -110.8% | -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