+52.6%
DOCS vs BRO
+4.1%
+48.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.1% |
| 7D | -0.8% | +3.6% | -4.4% | -1.8% |
| 30D | +17.4% | +17.1% | +0.3% | +11.5% |
| 3M | +57.4% | +1.8% | +55.5% | +56.1% |
| 6M | +26.5% | +28.5% | -2.0% | +18.4% |
| YTD | -26.6% | -8.6% | -18.0% | -25.3% |
| 1Y | -48.1% | -4.7% | -43.4% | -47.7% |
| 3Y | +52.6% | +4.0% | +48.6% | +67.7% |
| All | +52.6% | +4.1% | +48.5% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling