+44.9%
DOC vs BRKR
+5.7%
+39.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.6% | -4.9% | 0.0% |
| 7D | +6.5% | +7.4% | -1.0% | +5.3% |
| 30D | +9.2% | +2.7% | +6.5% | +8.5% |
| 3M | -2.5% | +19.7% | -22.2% | -5.5% |
| 6M | +7.1% | +45.2% | -38.1% | -1.4% |
| YTD | +33.0% | +30.6% | +2.4% | +23.5% |
| 1Y | +23.3% | +56.6% | -33.4% | +11.2% |
| 3Y | +44.9% | +10.5% | +34.4% | +21.1% |
| All | +44.9% | +5.7% | +39.3% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling