+29.6%
DOCU vs BRO
-6.1%
+35.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.5% | -0.3% | -3.3% |
| 7D | +0.7% | -5.4% | +6.1% | +2.6% |
| 30D | +8.0% | -4.3% | +12.3% | +9.6% |
| 3M | +41.0% | +17.8% | +23.2% | +35.4% |
| 6M | +33.7% | -6.8% | +40.4% | +35.4% |
| YTD | -4.9% | -13.8% | +9.0% | -1.9% |
| 1Y | -20.4% | -27.8% | +7.4% | -14.7% |
| 3Y | +29.6% | -4.7% | +34.3% | +37.4% |
| All | +29.6% | -6.1% | +35.7% | +37.4% |
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