+303.0%
DINO vs BROS
+43.3%
+259.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | +5.7% | -6.7% | +12.4% | +6.2% |
| 30D | +27.8% | -29.1% | +56.9% | +30.7% |
| 3M | +45.6% | -16.7% | +62.3% | +46.8% |
| 6M | +88.5% | -11.6% | +100.1% | +88.4% |
| YTD | +134.1% | -23.9% | +158.0% | +136.6% |
| 1Y | +111.1% | -34.8% | +145.9% | +115.6% |
| 3Y | +109.1% | +62.1% | +47.0% | +96.4% |
| All | +303.0% | +43.3% | +259.7% | +303.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling