-5.7%
DT vs BRO
-3.6%
-2.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.0% | -1.4% |
| 7D | -25.5% | +12.4% | -38.0% | -27.3% |
| 30D | -22.3% | +21.6% | -43.9% | -26.0% |
| 3M | +2.3% | +4.3% | -2.0% | +1.4% |
| 6M | +20.7% | +29.2% | -8.5% | +11.8% |
| YTD | +7.9% | -6.4% | +14.3% | +2.7% |
| 1Y | -5.7% | -5.3% | -0.4% | -10.9% |
| All | -5.7% | -3.6% | -2.2% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling