+4.0%
BRO vs DOC
+44.2%
-40.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.2% |
| 7D | +3.6% | +6.5% | -2.8% | +2.4% |
| 30D | +17.1% | +9.2% | +8.0% | +15.3% |
| 3M | +1.8% | -2.5% | +4.3% | +2.1% |
| 6M | +28.5% | +7.1% | +21.4% | +27.2% |
| YTD | -8.6% | +33.0% | -41.6% | -13.0% |
| 1Y | -4.7% | +23.3% | -27.9% | -7.8% |
| 3Y | +4.0% | +44.9% | -40.9% | +4.1% |
| All | +4.0% | +44.2% | -40.1% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling