-21.4%
DOW vs BROS
+27.4%
-48.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.4% |
| 7D | -0.5% | -20.4% | +19.9% | +1.6% |
| 30D | +15.7% | -6.1% | +21.8% | +16.1% |
| 3M | +5.3% | -29.4% | +34.7% | +8.6% |
| 6M | -14.2% | -31.5% | +17.3% | -12.4% |
| YTD | +43.9% | -42.8% | +86.7% | +49.8% |
| 1Y | +53.1% | -37.5% | +90.5% | +56.8% |
| All | -21.4% | +27.4% | -48.8% | -25.6% |
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