+116.4%
DOCN vs BROS
-18.6%
+135.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.9% | -8.1% | -7.2% |
| 7D | -20.0% | +2.5% | -22.5% | -20.2% |
| 30D | -38.8% | +15.1% | -53.8% | -39.5% |
| 3M | -34.8% | -31.4% | -3.4% | -31.0% |
| 6M | -22.8% | -22.6% | -0.2% | -20.5% |
| YTD | +74.6% | -28.1% | +102.7% | +77.0% |
| 1Y | +116.4% | -20.3% | +136.7% | +114.5% |
| All | +116.4% | -18.6% | +135.0% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling