-73.2%
DOCS vs BRO
+25.0%
-98.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.1% |
| 7D | -1.4% | -2.6% | +1.2% | -0.3% |
| 30D | +21.8% | +0.9% | +20.9% | +21.4% |
| 3M | +27.3% | +24.8% | +2.5% | +15.9% |
| 6M | -0.3% | -0.1% | -0.3% | -0.8% |
| YTD | -40.5% | -9.7% | -30.8% | -38.2% |
| 1Y | -61.5% | -24.5% | -37.1% | -56.8% |
| 3Y | +8.2% | -1.6% | +9.8% | +3.1% |
| All | -73.2% | +25.0% | -98.2% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling