+13.4%
BRO vs DOC
-22.3%
+35.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | -5.1% | 0.0% | -5.1% | -5.2% |
| 30D | +10.4% | +6.6% | +3.8% | +8.6% |
| 3M | -0.5% | -1.1% | +0.6% | -0.2% |
| 6M | +27.1% | +4.8% | +22.3% | +25.6% |
| YTD | -10.6% | +32.1% | -42.7% | -17.7% |
| 1Y | -11.1% | +21.9% | -33.0% | -16.2% |
| 3Y | -1.0% | +51.4% | -52.4% | -14.5% |
| 5Y | +13.4% | -21.2% | +34.6% | +36.7% |
| All | +13.4% | -22.3% | +35.7% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling