+531.0%
DG vs BRO
+772.0%
-241.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -6.3% | -8.6% | +2.3% | -3.6% |
| 30D | +2.4% | -6.9% | +9.4% | +4.7% |
| 3M | +12.4% | +10.5% | +1.9% | +8.8% |
| 6M | -14.9% | -2.8% | -12.2% | -14.5% |
| YTD | -6.1% | -16.1% | +10.1% | -1.6% |
| 1Y | +17.9% | -27.6% | +45.5% | +28.9% |
| 3Y | +3.1% | -7.3% | +10.4% | +1.5% |
| 5Y | -38.7% | +19.0% | -57.6% | -45.6% |
| 10Y | +99.6% | +292.7% | -193.1% | +20.3% |
| All | +531.0% | +772.0% | -241.0% | +212.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling