+54.0%
DOCN vs BROS
-40.0%
+94.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +2.9% |
| 7D | -19.2% | -21.2% | +2.1% | -15.4% |
| 30D | -43.1% | -11.6% | -31.5% | -41.0% |
| 3M | -40.7% | -36.7% | -4.0% | -35.8% |
| 6M | -55.0% | -42.8% | -12.2% | -51.1% |
| YTD | +50.6% | -44.8% | +95.5% | +59.7% |
| 1Y | +54.0% | -36.5% | +90.5% | +59.0% |
| All | +54.0% | -40.0% | +94.0% | +59.0% |
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