+19.3%
BRO vs DOC
-21.4%
+40.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.2% |
| 7D | +3.6% | +6.5% | -2.8% | +1.9% |
| 30D | +17.1% | +9.2% | +8.0% | +14.5% |
| 3M | +1.8% | -2.5% | +4.3% | +2.4% |
| 6M | +28.5% | +7.1% | +21.4% | +26.3% |
| YTD | -8.6% | +33.0% | -41.6% | -16.0% |
| 1Y | -4.7% | +23.3% | -27.9% | -10.3% |
| 3Y | +4.0% | +44.9% | -40.9% | -8.6% |
| All | +19.3% | -21.4% | +40.7% | +43.8% |
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