-8.6%
BRO vs DOC
+23.5%
-32.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.3% | -1.8% |
| 7D | -1.0% | +5.9% | -6.8% | -1.8% |
| 30D | +13.2% | +10.3% | +2.9% | +11.6% |
| 3M | -0.1% | -2.2% | +2.1% | -0.5% |
| 6M | +26.8% | +8.2% | +18.6% | +26.4% |
| YTD | -10.0% | +35.4% | -45.4% | -10.2% |
| All | -8.6% | +23.5% | -32.1% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling