-5.8%
BROS vs DOCU
-70.7%
+64.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -2.0% | -19.5% | -20.7% |
| 7D | -21.4% | -3.2% | -18.2% | -20.3% |
| 30D | -11.5% | +15.7% | -27.2% | -16.0% |
| 3M | -47.4% | +37.3% | -84.6% | -53.5% |
| 6M | -39.5% | +63.1% | -102.7% | -50.6% |
| YTD | -43.5% | +15.4% | -58.9% | -48.1% |
| 1Y | -37.8% | +11.3% | -49.1% | -42.0% |
| 3Y | +30.5% | +92.1% | -61.6% | -9.8% |
| 5Y | -49.1% | -70.5% | +21.3% | -42.5% |
| All | -5.8% | -70.7% | +64.9% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling