+62.5%
DRAM vs BROS
-10.2%
+72.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.3% | -5.5% |
| 7D | -16.6% | +2.5% | -19.1% | -17.0% |
| 30D | -26.9% | +15.1% | -41.9% | -28.9% |
| 3M | -17.8% | -31.4% | +13.6% | -10.2% |
| 6M | +6.2% | -22.6% | +28.8% | +11.7% |
| All | +62.5% | -10.2% | +72.7% | +61.0% |
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