-37.4%
DOCS vs BRO
+38.4%
-75.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.5% |
| 7D | +0.1% | -5.1% | +5.2% | +2.4% |
| 30D | +8.7% | +10.4% | -1.8% | +3.6% |
| 3M | +32.9% | -0.5% | +33.3% | +32.7% |
| 6M | +25.5% | +27.1% | -1.6% | +12.4% |
| YTD | -25.0% | -10.6% | -14.4% | -22.0% |
| 1Y | -34.9% | -11.1% | -23.7% | -32.1% |
| 3Y | +39.3% | -1.0% | +40.3% | +31.5% |
| 5Y | -54.8% | +13.4% | -68.2% | -61.1% |
| All | -37.4% | +38.4% | -75.7% | -48.8% |
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 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