-7.9%
BROS vs DOCU
-71.2%
+63.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.7% | -1.7% |
| 7D | -21.2% | -5.5% | -15.7% | -19.4% |
| 30D | -11.6% | +12.6% | -24.2% | -15.2% |
| 3M | -36.7% | +36.4% | -73.1% | -44.0% |
| 6M | -42.8% | +66.8% | -109.6% | -53.7% |
| YTD | -44.8% | +13.5% | -58.3% | -49.0% |
| 1Y | -36.5% | +11.3% | -47.8% | -40.9% |
| 3Y | +27.0% | +92.1% | -65.1% | -12.3% |
| 5Y | -50.3% | -71.0% | +20.7% | -43.5% |
| All | -7.9% | -71.2% | +63.3% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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