-35.7%
DOW vs BROS
+43.3%
-79.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.1% |
| 7D | -2.4% | -6.7% | +4.3% | -1.8% |
| 30D | +0.4% | -29.1% | +29.4% | +3.2% |
| 3M | -14.4% | -16.7% | +2.3% | -13.6% |
| 6M | -7.0% | -11.6% | +4.6% | -7.2% |
| YTD | +30.2% | -23.9% | +54.1% | +31.8% |
| 1Y | +29.2% | -34.8% | +64.0% | +32.5% |
| 3Y | -36.7% | +62.1% | -98.8% | -40.9% |
| All | -35.7% | +43.3% | -79.0% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling