+636.7%
DOC vs BRKR
+198.3%
+438.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.6% |
| 7D | -1.5% | +2.5% | -4.0% | -1.9% |
| 30D | -4.8% | +11.5% | -16.3% | -6.4% |
| 3M | +6.9% | -2.4% | +9.3% | +6.3% |
| 6M | +20.7% | +52.3% | -31.6% | +11.9% |
| YTD | +34.1% | +24.5% | +9.7% | +27.6% |
| 1Y | +22.6% | +97.3% | -74.7% | +8.7% |
| 3Y | +20.8% | -10.3% | +31.1% | +17.2% |
| 5Y | -24.9% | -34.9% | +10.0% | -24.6% |
| 10Y | -1.8% | +171.6% | -173.4% | -19.8% |
| All | +636.7% | +198.3% | +438.3% | +386.2% |
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