+114.1%
DT vs BRO
+94.0%
+20.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.6% | -7.3% | +5.7% | +2.5% |
| 30D | +3.0% | -6.9% | +9.9% | +6.9% |
| 3M | +26.5% | +10.7% | +15.8% | +18.7% |
| 6M | +35.9% | -2.7% | +38.6% | +36.3% |
| YTD | +17.8% | -16.3% | +34.2% | +27.4% |
| 1Y | +4.1% | -29.1% | +33.1% | +23.3% |
| 3Y | +5.3% | -7.8% | +13.1% | +0.8% |
| 5Y | -27.2% | +18.7% | -45.9% | -43.1% |
| All | +114.1% | +94.0% | +20.1% | +6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling