+64.4%
BROS vs DOC
+20.8%
+43.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.5% |
| 7D | -6.7% | -1.5% | -5.2% | -6.1% |
| 30D | -29.1% | -4.8% | -24.3% | -27.4% |
| 3M | -16.7% | +6.9% | -23.6% | -18.5% |
| 6M | -11.6% | +20.7% | -32.4% | -17.9% |
| YTD | -23.9% | +34.1% | -58.1% | -32.4% |
| 1Y | -34.8% | +22.6% | -57.4% | -40.1% |
| All | +64.4% | +20.8% | +43.7% | +40.9% |
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