-36.8%
DT vs BROS
+3.7%
-40.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.2% | +2.1% |
| 7D | +2.7% | -2.5% | +5.2% | +3.1% |
| 30D | -30.4% | -11.2% | -19.1% | -29.2% |
| 3M | -9.4% | -33.9% | +24.5% | -3.5% |
| 6M | +14.5% | -33.5% | +48.0% | +21.3% |
| YTD | +3.6% | -44.9% | +48.5% | +12.3% |
| 1Y | -3.4% | -41.5% | +38.1% | +3.4% |
| 3Y | -11.1% | +22.4% | -33.6% | -22.3% |
| 5Y | -39.5% | -45.7% | +6.2% | -41.2% |
| All | -36.8% | +3.7% | -40.5% | -40.8% |
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