+30.0%
BROS vs DOC
+43.2%
-13.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -0.2% | -21.2% | -21.3% |
| 7D | -21.4% | +6.2% | -27.6% | -23.1% |
| 30D | -11.5% | +6.5% | -18.0% | -13.7% |
| 3M | -47.4% | -6.2% | -41.1% | -46.0% |
| 6M | -39.5% | +25.6% | -65.1% | -44.3% |
| YTD | -43.5% | +32.1% | -75.6% | -49.0% |
| 1Y | -37.8% | +20.3% | -58.1% | -41.9% |
| All | +30.0% | +43.2% | -13.2% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling