+116.4%
DOCN vs BRO
-3.8%
+120.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +4.2% | -11.3% | -3.7% |
| 7D | -20.0% | +12.2% | -32.2% | -11.7% |
| 30D | -38.8% | +21.3% | -60.0% | -27.9% |
| 3M | -34.8% | +4.1% | -38.9% | -30.1% |
| 6M | -22.8% | +28.9% | -51.6% | -10.1% |
| YTD | +74.6% | -6.6% | +81.2% | +93.0% |
| 1Y | +116.4% | -5.6% | +122.0% | +144.7% |
| All | +116.4% | -3.8% | +120.3% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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