+62.2%
DOCU vs BRO
+159.5%
-97.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | +0.3% |
| 7D | -1.4% | -7.6% | +6.2% | +2.9% |
| 30D | +8.1% | -6.9% | +14.9% | +12.2% |
| 3M | +43.0% | +12.8% | +30.2% | +34.3% |
| 6M | +32.4% | -5.9% | +38.2% | +36.0% |
| YTD | -5.8% | -15.9% | +10.1% | +2.4% |
| 1Y | -19.2% | -28.1% | +8.9% | -4.8% |
| 3Y | +28.4% | -7.0% | +35.4% | +24.8% |
| 5Y | -77.1% | +18.0% | -95.1% | -80.6% |
| All | +62.2% | +159.5% | -97.3% | -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 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