-32.9%
DOCN vs BROS
-47.0%
+14.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +6.6% | +1.4% | +5.7% |
| 7D | -12.8% | -17.9% | +5.1% | -6.5% |
| 30D | -41.9% | -5.4% | -36.6% | -40.9% |
| 3M | -36.9% | -32.1% | -4.9% | -28.6% |
| 6M | -52.2% | -31.7% | -20.6% | -47.4% |
| YTD | +62.7% | -41.2% | +103.9% | +86.6% |
| 1Y | +58.2% | -32.6% | +90.8% | +71.3% |
| 3Y | +219.5% | +32.7% | +186.8% | +129.0% |
| 5Y | -32.9% | -44.2% | +11.4% | -23.8% |
| All | -32.9% | -47.0% | +14.2% | -23.8% |
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