+94.2%
DOCU vs BRO
+0.9%
+93.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.7% |
| 7D | -4.8% | -1.0% | -3.8% | -4.5% |
| 30D | +9.4% | +13.2% | -3.8% | +4.6% |
| 3M | +29.0% | -0.1% | +29.1% | +28.6% |
| 6M | +62.3% | +26.8% | +35.6% | +52.3% |
| YTD | +13.7% | -10.0% | +23.7% | +14.9% |
| 1Y | +11.5% | -8.7% | +20.2% | +12.4% |
| 3Y | +94.2% | +1.1% | +93.1% | +129.2% |
| All | +94.2% | +0.9% | +93.3% | +129.2% |
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