+72.2%
DOCU vs BRO
+178.6%
-106.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.5% |
| 7D | +6.9% | -2.6% | +9.5% | +8.3% |
| 30D | +19.0% | +0.9% | +18.1% | +18.3% |
| 3M | +34.3% | +24.8% | +9.5% | +19.3% |
| 6M | +48.0% | -0.1% | +48.1% | +47.2% |
| YTD | 0.0% | -9.7% | +9.7% | +4.6% |
| 1Y | -10.3% | -24.5% | +14.2% | +3.0% |
| 3Y | +32.4% | -1.6% | +34.0% | +25.0% |
| 5Y | -77.9% | +25.6% | -103.5% | -82.0% |
| All | +72.2% | +178.6% | -106.4% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling