+634.7%
DOC vs BRKR
+218.5%
+416.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +1.0% | -2.2% | +3.2% | +1.2% |
| 30D | +8.1% | +11.0% | -2.8% | +6.1% |
| 3M | +0.9% | +9.5% | -8.6% | -1.1% |
| 6M | +6.3% | +44.5% | -38.2% | -1.2% |
| YTD | +33.8% | +32.9% | +0.9% | +25.3% |
| 1Y | +21.6% | +50.2% | -28.5% | +11.8% |
| 3Y | +53.4% | +9.2% | +44.1% | +43.9% |
| 5Y | -21.0% | -22.7% | +1.7% | -23.1% |
| 10Y | +22.5% | +183.7% | -161.2% | -1.2% |
| All | +634.7% | +218.5% | +416.1% | +377.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling