+630.3%
DOC vs BRKR
+212.9%
+417.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.6% | -4.9% | -0.1% |
| 7D | +6.5% | +7.4% | -1.0% | +5.2% |
| 30D | +9.2% | +2.7% | +6.5% | +8.4% |
| 3M | -2.5% | +19.7% | -22.2% | -5.7% |
| 6M | +7.1% | +45.2% | -38.1% | -0.5% |
| YTD | +33.0% | +30.6% | +2.4% | +24.9% |
| 1Y | +23.3% | +56.6% | -33.4% | +12.7% |
| 3Y | +44.9% | +10.5% | +34.4% | +35.8% |
| 5Y | -21.6% | -23.6% | +2.0% | -23.5% |
| 10Y | +17.4% | +189.6% | -172.3% | -5.5% |
| All | +630.3% | +212.9% | +417.4% | +375.9% |
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