-34.6%
DOW vs BROS
+64.7%
-99.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | -2.9% | -0.9% | -2.0% | -2.8% |
| 30D | +2.0% | -13.5% | +15.4% | +3.4% |
| 3M | -12.5% | -18.4% | +5.9% | -11.5% |
| 6M | -9.2% | -10.6% | +1.4% | -10.0% |
| YTD | +30.8% | -25.1% | +55.8% | +33.1% |
| 1Y | +29.4% | -28.6% | +58.0% | +32.0% |
| 3Y | -34.6% | +65.6% | -100.1% | -42.2% |
| All | -34.6% | +64.7% | -99.2% | -42.2% |
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