+311.8%
DINO vs BROS
+33.7%
+278.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.2% |
| 7D | +1.5% | -6.1% | +7.5% | +1.9% |
| 30D | +25.9% | -12.4% | +38.3% | +27.0% |
| 3M | +53.2% | -27.9% | +81.1% | +56.1% |
| 6M | +105.5% | -16.8% | +122.3% | +106.2% |
| YTD | +139.2% | -29.0% | +168.3% | +142.9% |
| 1Y | +117.4% | -33.2% | +150.6% | +121.3% |
| 3Y | +99.3% | +56.8% | +42.5% | +87.7% |
| All | +311.8% | +33.7% | +278.1% | +314.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling