+19.9%
BROS vs DOCU
-70.1%
+90.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +2.5% | -3.7% | +6.2% | +3.8% |
| 30D | +15.1% | +15.0% | +0.1% | +9.2% |
| 3M | -31.4% | +39.9% | -71.3% | -39.9% |
| 6M | -22.6% | +66.2% | -88.8% | -37.3% |
| YTD | -28.1% | +17.7% | -45.8% | -34.5% |
| 1Y | -20.3% | +13.7% | -33.9% | -26.4% |
| 3Y | +66.1% | +95.9% | -29.8% | +13.7% |
| 5Y | -36.9% | -71.7% | +34.8% | -27.4% |
| All | +19.9% | -70.1% | +90.0% | +34.1% |
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