-47.3%
DOCS vs BROS
-18.6%
-28.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +6.2% |
| 7D | +1.2% | +2.5% | -1.2% | +0.9% |
| 30D | +21.3% | +15.1% | +6.2% | +19.3% |
| 3M | +58.4% | -31.4% | +89.8% | +65.3% |
| 6M | +39.3% | -22.6% | +61.9% | +42.7% |
| YTD | -21.7% | -28.1% | +6.4% | -18.0% |
| 1Y | -47.3% | -20.3% | -27.1% | -47.6% |
| All | -47.3% | -18.6% | -28.7% | -47.6% |
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 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