-51.9%
DOCN vs BRO
+27.4%
-79.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.6% | +9.6% | +6.0% |
| 7D | -12.8% | -1.0% | -11.8% | -13.2% |
| 30D | -41.9% | +13.2% | -55.1% | -30.3% |
| 3M | -36.9% | -0.1% | -36.8% | -34.3% |
| All | -51.9% | +27.4% | -79.3% | -38.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling