-99.7%
DFNS vs BROS
-37.3%
-62.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +6.5% | -12.0% | -7.2% |
| 7D | -6.0% | +6.3% | -12.3% | -7.6% |
| 30D | -71.2% | -8.3% | -62.8% | -70.1% |
| 3M | -94.5% | -29.8% | -64.7% | -94.1% |
| 6M | -96.5% | -25.8% | -70.7% | -96.3% |
| YTD | -99.6% | -41.4% | -58.3% | -99.6% |
| 1Y | -99.7% | -35.2% | -64.5% | -99.7% |
| All | -99.7% | -37.3% | -62.4% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling