+41.9%
DUK vs BROS
+33.7%
+8.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.9% |
| 7D | -1.7% | -6.1% | +4.4% | -1.7% |
| 30D | -2.2% | -12.4% | +10.1% | -2.2% |
| 3M | -3.7% | -27.9% | +24.2% | -3.6% |
| 6M | -6.3% | -16.8% | +10.5% | -6.3% |
| YTD | +4.5% | -29.0% | +33.6% | +4.6% |
| 1Y | +1.8% | -33.2% | +35.0% | +2.0% |
| 3Y | +46.8% | +56.8% | -9.9% | +43.5% |
| All | +41.9% | +33.7% | +8.2% | +38.3% |
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