-37.7%
DG vs BRO
+17.6%
-55.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -6.5% | -7.3% | +0.8% | -4.6% |
| 30D | +4.2% | -6.9% | +11.0% | +6.1% |
| 3M | +9.5% | +10.7% | -1.2% | +6.7% |
| 6M | -13.1% | -2.7% | -10.4% | -12.9% |
| YTD | -4.8% | -16.3% | +11.5% | -1.5% |
| 1Y | +20.6% | -29.1% | +49.7% | +29.2% |
| 3Y | +4.9% | -7.8% | +12.8% | +1.4% |
| All | -37.7% | +17.6% | -55.4% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 5y: compounded portfolio wealth divided by compounded BRO 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…
5y analysis · Full analysis span regression · 6 months rolling