+37.9%
DOCN vs BROS
+43.3%
-5.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.6% |
| 7D | +1.1% | -6.7% | +7.8% | +3.2% |
| 30D | -9.6% | -29.1% | +19.4% | -0.1% |
| 3M | -37.7% | -16.7% | -21.0% | -35.4% |
| 6M | +115.2% | -11.6% | +126.8% | +116.5% |
| YTD | +133.7% | -23.9% | +157.6% | +145.8% |
| 1Y | +250.2% | -34.8% | +284.9% | +284.4% |
| 3Y | +320.3% | +62.1% | +258.2% | +204.6% |
| All | +37.9% | +43.3% | -5.4% | +12.6% |
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