+6,838.3%
DRI vs BRO
+9,704.3%
-2,866.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.7% |
| 7D | -4.8% | -7.6% | +2.8% | -1.9% |
| 30D | -3.9% | -6.9% | +2.9% | -1.3% |
| 3M | +5.1% | +12.8% | -7.7% | -0.1% |
| 6M | +5.5% | -5.9% | +11.4% | +6.9% |
| YTD | +16.5% | -15.9% | +32.4% | +22.8% |
| 1Y | +2.0% | -28.1% | +30.1% | +13.8% |
| 3Y | +54.5% | -7.0% | +61.5% | +53.9% |
| 5Y | +66.6% | +18.0% | +48.6% | +49.0% |
| 10Y | +353.6% | +293.9% | +59.7% | +171.7% |
| All | +6,838.3% | +9,704.3% | -2,866.0% | +2,397.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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