-27.8%
DOW vs BROS
+10.5%
-38.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.5% | -6.8% | -0.9% |
| 7D | +5.2% | +6.3% | -1.1% | +4.6% |
| 30D | +13.2% | -8.3% | +21.5% | +13.7% |
| 3M | +10.1% | -29.8% | +39.9% | +13.1% |
| 6M | -13.1% | -25.8% | +12.8% | -11.9% |
| YTD | +46.1% | -41.4% | +87.5% | +50.8% |
| 1Y | +50.0% | -35.2% | +85.2% | +53.1% |
| 3Y | -20.2% | +32.8% | -53.0% | -24.4% |
| 5Y | -27.7% | -42.2% | +14.5% | -31.0% |
| All | -27.8% | +10.5% | -38.3% | -28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling