-36.9%
BROS vs DOC
-22.8%
-14.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | -0.6% |
| 7D | +2.5% | +8.7% | -6.3% | -1.8% |
| 30D | +15.1% | +7.6% | +7.4% | +10.5% |
| 3M | -31.4% | -5.3% | -26.1% | -29.4% |
| 6M | -22.6% | +27.6% | -50.2% | -32.3% |
| YTD | -28.1% | +32.4% | -60.5% | -38.5% |
| 1Y | -20.3% | +22.9% | -43.1% | -29.1% |
| 3Y | +66.1% | +43.1% | +23.0% | +28.8% |
| 5Y | -36.9% | -21.4% | -15.5% | -29.4% |
| All | -36.9% | -22.8% | -14.1% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling