+23.4%
DOC vs BRKR
+189.0%
-165.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.4% | +0.4% |
| 7D | +4.3% | +10.2% | -5.8% | +1.8% |
| 30D | +9.2% | +5.8% | +3.4% | +7.0% |
| 3M | -0.8% | +10.6% | -11.4% | -4.3% |
| 6M | +7.1% | +41.2% | -34.1% | -5.0% |
| YTD | +34.0% | +32.5% | +1.4% | +19.5% |
| 1Y | +23.2% | +53.3% | -30.1% | +5.7% |
| 3Y | +53.6% | +8.9% | +44.7% | +36.6% |
| 5Y | -20.4% | -22.3% | +1.9% | -23.8% |
| 10Y | +23.4% | +182.5% | -159.1% | -14.1% |
| All | +23.4% | +189.0% | -165.7% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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