+189.3%
DOCN vs BRKR
-11.0%
+200.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.2% | -5.9% | -6.1% |
| 7D | +9.3% | -8.7% | +18.0% | +13.7% |
| 30D | -7.8% | -9.9% | +2.0% | -3.7% |
| 3M | -29.6% | -3.1% | -26.6% | -31.3% |
| 6M | +79.0% | +45.5% | +33.5% | +37.8% |
| YTD | +155.5% | +13.7% | +141.8% | +120.2% |
| 1Y | +236.3% | +67.4% | +168.9% | +127.6% |
| 3Y | +372.0% | -13.2% | +385.2% | +319.4% |
| 5Y | +75.6% | -39.5% | +115.0% | +99.0% |
| All | +189.3% | -11.0% | +200.3% | +163.8% |
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