+27,903.2%
BRO vs DOC
+2,947.9%
+24,955.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.4% |
| 3M | +1.8% | -2.5% | +4.3% | +2.5% |
| 6M | +28.5% | +7.1% | +21.4% | +26.1% |
| YTD | -8.6% | +33.0% | -41.6% | -16.4% |
| 1Y | -4.7% | +23.3% | -27.9% | -11.0% |
| 3Y | +4.0% | +44.9% | -40.9% | -8.6% |
| 5Y | +20.7% | -21.6% | +42.3% | +25.1% |
| 10Y | +333.0% | +17.4% | +315.6% | +285.7% |
| All | +27,903.2% | +2,947.9% | +24,955.3% | +10,237.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling