+1,110.0%
DIA vs BRO
+4,556.9%
-3,446.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.6% | -7.3% | +5.8% | +1.1% |
| 30D | -2.0% | -6.9% | +4.8% | +0.3% |
| 3M | +3.6% | +10.7% | -7.0% | -0.8% |
| 6M | +11.5% | -2.7% | +14.2% | +11.2% |
| YTD | +10.4% | -16.3% | +26.7% | +15.8% |
| 1Y | +15.6% | -29.1% | +44.7% | +28.4% |
| 3Y | +58.9% | -7.8% | +66.7% | +57.7% |
| 5Y | +65.3% | +18.7% | +46.6% | +46.6% |
| 10Y | +252.2% | +291.9% | -39.7% | +105.9% |
| All | +1,110.0% | +4,556.9% | -3,446.9% | +311.1% |
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