+21.8%
DOW vs BROS
-32.8%
+54.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.1% | -2.1% |
| 7D | -1.4% | -5.8% | +4.4% | -1.4% |
| 30D | -3.9% | -14.0% | +10.0% | -3.9% |
| 3M | -12.7% | -32.5% | +19.8% | -12.5% |
| 6M | -13.7% | -14.9% | +1.2% | -15.4% |
| YTD | +28.4% | -28.3% | +56.7% | +32.4% |
| 1Y | +21.8% | -34.0% | +55.7% | +18.0% |
| All | +21.8% | -32.8% | +54.6% | +18.0% |
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