-100.0%
DFNS vs BROS
+25.7%
-125.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.3% | -9.9% | -12.5% |
| 7D | -44.0% | -21.2% | -22.8% | -45.9% |
| 30D | -69.1% | -11.6% | -57.6% | -69.5% |
| 3M | -95.6% | -36.7% | -59.0% | -95.9% |
| 6M | -96.2% | -42.8% | -53.4% | -96.4% |
| YTD | -99.6% | -44.8% | -54.8% | -99.6% |
| 1Y | -99.7% | -36.5% | -63.2% | -99.8% |
| 3Y | -100.0% | +27.0% | -126.9% | -100.0% |
| All | -100.0% | +25.7% | -125.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling