-29.2%
DT vs BROS
+41.2%
-70.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.8% |
| 7D | -4.9% | -0.9% | -3.9% | -4.8% |
| 30D | +2.7% | -13.5% | +16.1% | +5.1% |
| 3M | +20.0% | -18.4% | +38.4% | +23.4% |
| 6M | +28.0% | -10.6% | +38.6% | +28.8% |
| YTD | +16.0% | -25.1% | +41.1% | +20.0% |
| 1Y | +0.7% | -28.6% | +29.4% | +4.6% |
| 3Y | +6.2% | +65.6% | -59.4% | -11.5% |
| All | -29.2% | +41.2% | -70.3% | -36.8% |
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 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