-98.3%
DFNS vs BROS
-30.1%
-68.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.6% | -4.1% |
| 7D | +4.6% | -6.6% | +11.2% | +6.4% |
| 30D | -73.9% | -12.3% | -61.5% | -73.2% |
| 3M | -71.7% | -22.2% | -49.5% | -70.4% |
| 6M | -94.6% | -14.3% | -80.3% | -94.7% |
| YTD | -98.1% | -26.6% | -71.5% | -97.9% |
| 1Y | -98.3% | -31.5% | -66.8% | -98.4% |
| All | -98.3% | -30.1% | -68.2% | -98.4% |
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