+58.3%
DLR vs BROS
+62.9%
-4.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | 0.0% |
| 7D | +2.9% | -6.6% | +9.5% | +3.6% |
| 30D | -1.2% | -12.3% | +11.2% | +0.1% |
| 3M | +2.9% | -22.2% | +25.1% | +4.9% |
| 6M | +6.7% | -14.3% | +21.0% | +7.3% |
| YTD | +23.9% | -26.6% | +50.4% | +26.4% |
| 1Y | +18.6% | -31.5% | +50.1% | +21.6% |
| All | +58.3% | +62.9% | -4.6% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling