-28.3%
DOW vs BROS
-49.0%
+20.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.5% |
| 7D | -0.5% | -20.4% | +19.9% | +1.7% |
| 30D | +15.7% | -6.1% | +21.8% | +16.1% |
| 3M | +5.3% | -29.4% | +34.7% | +8.8% |
| 6M | -14.2% | -31.5% | +17.3% | -12.0% |
| YTD | +43.9% | -42.8% | +86.7% | +50.0% |
| 1Y | +53.1% | -37.5% | +90.5% | +57.5% |
| 3Y | -21.8% | +27.2% | -49.0% | -27.6% |
| 5Y | -28.3% | -47.0% | +18.6% | -29.5% |
| All | -28.3% | -49.0% | +20.7% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling