-53.9%
DOCS vs BRO
+33.4%
-87.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.5% | -2.8% | -5.3% |
| 7D | -7.3% | -5.4% | -2.0% | -4.9% |
| 30D | -10.9% | -4.3% | -6.5% | -9.0% |
| 3M | +20.3% | +17.8% | +2.5% | +12.2% |
| 6M | -3.6% | -6.8% | +3.1% | -0.9% |
| YTD | -44.9% | -13.8% | -31.0% | -41.5% |
| 1Y | -64.9% | -27.8% | -37.1% | -59.6% |
| 3Y | +7.6% | -4.7% | +12.3% | +3.8% |
| 5Y | -74.0% | +20.6% | -94.6% | -77.4% |
| All | -53.9% | +33.4% | -87.3% | -61.5% |
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