+13.0%
DLR vs BRO
-3.6%
+16.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.5% | -1.9% | +3.1% |
| 7D | +2.8% | +12.4% | -9.6% | +4.4% |
| 30D | +2.8% | +21.6% | -18.8% | +5.2% |
| 3M | -4.0% | +4.3% | -8.3% | -3.1% |
| 6M | -5.6% | +29.2% | -34.8% | -4.2% |
| YTD | +21.9% | -6.4% | +28.3% | +21.0% |
| 1Y | +13.0% | -5.3% | +18.3% | +12.6% |
| All | +13.0% | -3.6% | +16.6% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling