-64.8%
DOCS vs BROS
+6.4%
-71.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -21.4% | +17.1% | -0.3% |
| 7D | -1.3% | -21.4% | +20.1% | +2.8% |
| 30D | +19.4% | -11.5% | +30.9% | +21.6% |
| 3M | +53.4% | -47.4% | +100.8% | +71.1% |
| 6M | +28.8% | -39.5% | +68.3% | +39.1% |
| YTD | -25.1% | -43.5% | +18.5% | -18.8% |
| 1Y | -48.1% | -37.8% | -10.4% | -44.9% |
| 3Y | +51.4% | +30.5% | +20.9% | +33.9% |
| 5Y | -51.1% | -49.1% | -2.0% | -54.6% |
| All | -64.8% | +6.4% | -71.2% | -64.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling