+105.1%
DOCN vs BRO
+62.9%
+42.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.7% | +10.3% | +9.8% |
| 7D | +3.7% | -3.4% | +7.1% | +4.4% |
| 30D | -33.7% | +12.4% | -46.1% | -36.5% |
| 3M | -27.9% | +0.4% | -28.3% | -29.1% |
| 6M | -46.4% | +29.6% | -76.0% | -54.7% |
| YTD | +81.1% | -9.5% | +90.6% | +85.2% |
| 1Y | +74.3% | -9.9% | +84.2% | +78.0% |
| 3Y | +245.8% | +0.2% | +245.6% | +195.0% |
| 5Y | -23.7% | +16.3% | -40.0% | -41.7% |
| All | +105.1% | +62.9% | +42.1% | +38.1% |
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