-49.1%
BROS vs DOC
-22.1%
-27.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -0.2% | -21.2% | -21.3% |
| 7D | -21.4% | +6.2% | -27.6% | -23.8% |
| 30D | -11.5% | +6.5% | -18.0% | -14.5% |
| 3M | -47.4% | -6.2% | -41.1% | -45.5% |
| 6M | -39.5% | +25.6% | -65.1% | -46.6% |
| YTD | -43.5% | +32.1% | -75.6% | -51.6% |
| 1Y | -37.8% | +20.3% | -58.1% | -44.0% |
| 3Y | +30.5% | +42.7% | -12.2% | +1.3% |
| 5Y | -49.1% | -22.2% | -27.0% | -42.7% |
| All | -49.1% | -22.1% | -27.1% | -42.7% |
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