-7.9%
BROS vs DOC
-23.3%
+15.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.7% |
| 7D | -21.2% | +6.5% | -27.7% | -23.7% |
| 30D | -11.6% | +9.2% | -20.7% | -15.7% |
| 3M | -36.7% | -2.5% | -34.2% | -36.0% |
| 6M | -42.8% | +7.1% | -49.9% | -44.8% |
| YTD | -44.8% | +33.0% | -77.8% | -52.9% |
| 1Y | -36.5% | +23.3% | -59.8% | -43.7% |
| 3Y | +27.0% | +44.9% | -18.0% | -2.4% |
| 5Y | -50.3% | -21.6% | -28.7% | -43.3% |
| All | -7.9% | -23.3% | +15.3% | +9.2% |
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