+313.4%
DINO vs BROS
+38.3%
+275.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | 0.0% |
| 7D | +2.0% | -6.6% | +8.5% | +2.4% |
| 30D | +27.7% | -12.3% | +40.0% | +28.8% |
| 3M | +56.3% | -22.2% | +78.5% | +58.3% |
| 6M | +107.6% | -14.3% | +121.8% | +107.9% |
| YTD | +140.2% | -26.6% | +166.7% | +143.3% |
| 1Y | +113.0% | -31.5% | +144.5% | +116.4% |
| 3Y | +100.1% | +62.3% | +37.8% | +87.9% |
| All | +313.4% | +38.3% | +275.1% | +315.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling