-99.9%
DFNS vs BROS
+41.2%
-141.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.9% |
| 7D | +0.8% | -0.9% | +1.7% | +0.8% |
| 30D | -73.2% | -13.5% | -59.8% | -73.4% |
| 3M | -72.4% | -18.4% | -54.0% | -72.6% |
| 6M | -95.2% | -10.6% | -84.6% | -95.2% |
| YTD | -98.0% | -25.1% | -72.9% | -98.0% |
| 1Y | -98.3% | -28.6% | -69.6% | -98.3% |
| 3Y | -99.9% | +65.6% | -165.4% | -99.9% |
| All | -99.9% | +41.2% | -141.0% | -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 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