+297.2%
BRO vs DOC
+23.6%
+273.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -3.4% | +1.0% | -4.4% | -3.7% |
| 30D | +12.4% | +8.1% | +4.3% | +9.7% |
| 3M | +0.4% | +0.9% | -0.5% | +0.1% |
| 6M | +29.6% | +6.3% | +23.3% | +27.1% |
| YTD | -9.5% | +33.8% | -43.3% | -18.5% |
| 1Y | -9.9% | +21.6% | -31.5% | -16.3% |
| 3Y | +0.2% | +53.4% | -53.2% | -15.7% |
| 5Y | +16.3% | -21.0% | +37.3% | +23.1% |
| 10Y | +297.2% | +22.5% | +274.7% | +266.1% |
| All | +297.2% | +23.6% | +273.6% | +266.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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