+6.9%
DOCN vs BROS
+7.7%
-0.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.8% | +10.4% | +9.8% |
| 7D | +3.7% | -20.4% | +24.1% | +11.7% |
| 30D | -33.7% | -6.1% | -27.6% | -32.4% |
| 3M | -27.9% | -29.4% | +1.5% | -20.3% |
| 6M | -46.4% | -31.5% | -14.9% | -41.6% |
| YTD | +81.1% | -42.8% | +123.9% | +107.1% |
| 1Y | +74.3% | -37.5% | +111.8% | +92.4% |
| 3Y | +245.8% | +27.2% | +218.7% | +168.5% |
| 5Y | -23.7% | -47.0% | +23.2% | -27.5% |
| All | +6.9% | +7.7% | -0.9% | -5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling