-31.1%
DOCN vs BROS
-51.1%
+20.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -21.4% | +5.6% | -8.4% |
| 7D | -29.3% | -21.4% | -7.9% | -23.0% |
| 30D | -46.0% | -11.5% | -34.5% | -43.9% |
| 3M | -43.2% | -47.4% | +4.2% | -30.2% |
| 6M | -53.7% | -39.5% | -14.2% | -46.8% |
| YTD | +46.9% | -43.5% | +90.5% | +70.7% |
| 1Y | +54.3% | -37.8% | +92.1% | +71.7% |
| 3Y | +185.5% | +30.5% | +155.0% | +105.7% |
| 5Y | -31.1% | -49.1% | +18.0% | -18.7% |
| All | -31.1% | -51.1% | +20.0% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling