-48.1%
DOCS vs BROS
-40.0%
-8.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.7% |
| 7D | -0.8% | -21.2% | +20.5% | +2.2% |
| 30D | +17.4% | -11.6% | +29.0% | +19.3% |
| 3M | +57.4% | -36.7% | +94.0% | +65.8% |
| 6M | +26.5% | -42.8% | +69.4% | +34.6% |
| YTD | -26.6% | -44.8% | +18.3% | -20.5% |
| 1Y | -48.1% | -36.5% | -11.5% | -48.5% |
| All | -48.1% | -40.0% | -8.0% | -48.5% |
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