+13.0%
DLR vs BROS
-18.6%
+31.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.6% | +2.5% |
| 7D | +2.8% | +2.5% | +0.4% | +2.8% |
| 30D | +2.8% | +15.1% | -12.3% | +2.3% |
| 3M | -4.0% | -31.4% | +27.4% | -2.4% |
| 6M | -5.6% | -22.6% | +17.0% | -4.8% |
| YTD | +21.9% | -28.1% | +50.1% | +20.4% |
| 1Y | +13.0% | -20.3% | +33.3% | +11.9% |
| All | +13.0% | -18.6% | +31.6% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling