+52.7%
DRAM vs BROS
-26.7%
+79.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.5% | -9.4% | -5.0% |
| 7D | +7.9% | +6.3% | +1.6% | +5.7% |
| 30D | -15.4% | -8.3% | -7.1% | -11.3% |
| 3M | -25.5% | -29.8% | +4.3% | -17.0% |
| 6M | -22.3% | -25.8% | +3.6% | -18.6% |
| All | +52.7% | -26.7% | +79.5% | +62.2% |
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