+84.2%
DOCN vs BRO
+62.0%
+22.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.6% | +9.6% | +8.4% |
| 7D | -12.8% | -1.0% | -11.8% | -12.8% |
| 30D | -41.9% | +13.2% | -55.1% | -44.6% |
| 3M | -36.9% | -0.1% | -36.8% | -37.9% |
| 6M | -52.2% | +26.8% | -79.0% | -59.2% |
| YTD | +62.7% | -10.0% | +72.7% | +66.6% |
| 1Y | +58.2% | -8.7% | +66.9% | +59.8% |
| 3Y | +219.5% | +1.1% | +218.4% | +169.4% |
| 5Y | -32.9% | +16.9% | -49.7% | -48.7% |
| All | +84.2% | +62.0% | +22.2% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling