+206.6%
BKR vs DOCN
+215.8%
-9.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.2% | -5.4% | -6.6% |
| 7D | -6.7% | +19.8% | -26.5% | -8.1% |
| 30D | -8.3% | +8.4% | -16.8% | -9.2% |
| 3M | -5.4% | -23.6% | +18.2% | -3.9% |
| 6M | +0.8% | +111.3% | -110.5% | -7.2% |
| YTD | +31.8% | +172.3% | -140.5% | +18.3% |
| 1Y | +28.6% | +283.3% | -254.7% | +11.6% |
| 3Y | +71.2% | +388.1% | -316.9% | +43.7% |
| 5Y | +179.2% | +87.1% | +92.1% | +138.0% |
| All | +206.6% | +215.8% | -9.2% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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