+3,536.4%
DLR vs BRO
+710.4%
+2,826.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | -1.3% | -8.6% | +7.3% | +3.2% |
| 30D | -2.9% | -6.9% | +4.1% | +0.4% |
| 3M | +3.2% | +10.5% | -7.3% | -3.5% |
| 6M | +3.9% | -2.8% | +6.7% | +2.8% |
| YTD | +21.4% | -16.1% | +37.6% | +29.1% |
| 1Y | +9.7% | -27.6% | +37.3% | +25.3% |
| 3Y | +56.5% | -7.3% | +63.8% | +50.6% |
| 5Y | +41.5% | +19.0% | +22.5% | +13.8% |
| 10Y | +171.3% | +292.7% | -121.4% | +0.2% |
| All | +3,536.4% | +710.4% | +2,826.0% | +724.9% |
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