+46.4%
DRAM vs BROS
-28.0%
+74.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.0% |
| 7D | -14.7% | -19.0% | +4.3% | -8.1% |
| 30D | -28.9% | -7.3% | -21.7% | -25.4% |
| 3M | -18.1% | -31.2% | +13.1% | -8.1% |
| 6M | -23.0% | -33.0% | +10.0% | -16.2% |
| All | +46.4% | -28.0% | +74.4% | +56.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling