-72.1%
DOCS vs BROS
+43.3%
-115.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -2.9% |
| 7D | -1.4% | -6.7% | +5.3% | -0.2% |
| 30D | +21.8% | -29.1% | +50.9% | +29.2% |
| 3M | +27.3% | -16.7% | +44.0% | +30.5% |
| 6M | -0.3% | -11.6% | +11.3% | +0.3% |
| YTD | -40.5% | -23.9% | -16.6% | -38.6% |
| 1Y | -61.5% | -34.8% | -26.8% | -59.3% |
| 3Y | +8.2% | +62.1% | -53.9% | -7.7% |
| All | -72.1% | +43.3% | -115.4% | -73.4% |
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