+383.7%
BKR vs DOC
+2,926.9%
-2,543.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.2% | -7.1% | -7.3% |
| 7D | -15.2% | +6.2% | -21.5% | -17.3% |
| 30D | -19.1% | +6.5% | -25.6% | -21.3% |
| 3M | -24.8% | -6.2% | -18.6% | -23.4% |
| 6M | -31.6% | +25.6% | -57.2% | -38.5% |
| YTD | +2.5% | +32.1% | -29.5% | -10.0% |
| 1Y | -0.7% | +20.3% | -21.0% | -9.7% |
| 3Y | +39.1% | +42.7% | -3.7% | +16.2% |
| 5Y | +107.5% | -22.2% | +129.6% | +116.4% |
| 10Y | +46.8% | +16.5% | +30.3% | +27.3% |
| All | +383.7% | +2,926.9% | -2,543.2% | +147.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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