+153.4%
BKR vs DOCN
+117.0%
+36.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.5% | -1.4% |
| 7D | +6.3% | +27.4% | -21.1% | +4.0% |
| 30D | -13.0% | -29.7% | +16.7% | -10.8% |
| 3M | -23.6% | -32.5% | +8.8% | -21.7% |
| 6M | -24.5% | -42.2% | +17.7% | -22.0% |
| YTD | +9.0% | +87.2% | -78.2% | +0.3% |
| 1Y | +4.4% | +86.2% | -81.8% | -3.9% |
| 3Y | +51.4% | +257.4% | -206.0% | +30.2% |
| 5Y | +124.4% | -27.4% | +151.8% | +98.9% |
| All | +153.4% | +117.0% | +36.4% | +125.8% |
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