-99.9%
DFNS vs BROS
+43.3%
-143.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.7% |
| 7D | -16.0% | -6.7% | -9.3% | -16.5% |
| 30D | -77.7% | -29.1% | -48.6% | -78.2% |
| 3M | -77.2% | -16.7% | -60.5% | -77.3% |
| 6M | -95.2% | -11.6% | -83.6% | -95.2% |
| YTD | -98.0% | -23.9% | -74.1% | -98.0% |
| 1Y | -98.3% | -34.8% | -63.5% | -98.3% |
| 3Y | -99.9% | +62.1% | -161.9% | -99.9% |
| All | -99.9% | +43.3% | -143.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling