+26.5%
DOCS vs BRO
+25.0%
+1.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -0.6% |
| 7D | -0.8% | +3.6% | -4.4% | -2.3% |
| 30D | +17.4% | +17.1% | +0.3% | +8.1% |
| 3M | +57.4% | +1.8% | +55.5% | +55.4% |
| 6M | +26.5% | +28.5% | -2.0% | +18.0% |
| All | +26.5% | +25.0% | +1.6% | +18.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling