+212.2%
DOCN vs BRO
+51.5%
+160.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.4% | +7.1% | +5.5% |
| 7D | +26.5% | -7.6% | +34.2% | +29.6% |
| 30D | +2.3% | -6.9% | +9.1% | +4.0% |
| 3M | -21.2% | +12.8% | -34.0% | -28.3% |
| 6M | +130.6% | -5.9% | +136.5% | +130.3% |
| YTD | +175.7% | -15.9% | +191.6% | +191.2% |
| 1Y | +286.6% | -28.1% | +314.7% | +346.6% |
| 3Y | +394.1% | -7.0% | +401.1% | +336.0% |
| 5Y | +92.1% | +18.0% | +74.1% | +46.9% |
| All | +212.2% | +51.5% | +160.7% | +117.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling