+13.7%
DOCU vs BRO
-3.8%
+17.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.0% | -1.8% |
| 7D | -3.7% | +12.2% | -15.9% | -9.0% |
| 30D | +15.0% | +21.3% | -6.3% | +4.3% |
| 3M | +39.9% | +4.1% | +35.8% | +36.5% |
| 6M | +66.2% | +28.9% | +37.3% | +50.8% |
| YTD | +17.7% | -6.6% | +24.3% | +17.6% |
| 1Y | +13.7% | -5.6% | +19.2% | +12.8% |
| All | +13.7% | -3.8% | +17.5% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling