+27.0%
BROS vs DOC
-22.6%
+49.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.7% |
| 7D | -6.7% | -1.5% | -5.2% | -5.9% |
| 30D | -29.1% | -4.8% | -24.3% | -27.0% |
| 3M | -16.7% | +6.9% | -23.6% | -19.2% |
| 6M | -11.6% | +20.7% | -32.4% | -20.2% |
| YTD | -23.9% | +34.1% | -58.1% | -35.2% |
| 1Y | -34.8% | +22.6% | -57.4% | -42.0% |
| 3Y | +62.1% | +20.8% | +41.2% | +41.8% |
| All | +27.0% | -22.6% | +49.6% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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