+286.6%
DOCN vs BRO
-29.4%
+316.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.4% | +7.1% | +3.2% |
| 7D | +26.5% | -7.6% | +34.2% | +21.0% |
| 30D | +2.3% | -6.9% | +9.1% | -1.1% |
| 3M | -21.2% | +12.8% | -34.0% | -18.1% |
| 6M | +130.6% | -5.9% | +136.5% | +136.9% |
| YTD | +175.7% | -15.9% | +191.6% | +174.8% |
| 1Y | +286.6% | -28.1% | +314.7% | +277.8% |
| All | +286.6% | -29.4% | +316.0% | +277.8% |
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