+74.3%
DOCN vs BRO
-8.5%
+82.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.7% | +10.3% | +9.0% |
| 7D | +3.7% | -3.4% | +7.1% | +1.1% |
| 30D | -33.7% | +12.4% | -46.1% | -26.2% |
| 3M | -27.9% | +0.4% | -28.3% | -24.6% |
| 6M | -46.4% | +29.6% | -76.0% | -39.5% |
| YTD | +81.1% | -9.5% | +90.6% | +97.3% |
| 1Y | +74.3% | -9.9% | +84.2% | +91.2% |
| All | +74.3% | -8.5% | +82.8% | +91.2% |
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 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