-51.7%
DOCS vs BRKR
-26.6%
-25.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.8% | +3.6% |
| 7D | -2.9% | -8.7% | +5.7% | -0.4% |
| 30D | +2.4% | -9.9% | +12.2% | +5.2% |
| 3M | +27.8% | -3.1% | +30.9% | +25.9% |
| 6M | +3.8% | +45.5% | -41.7% | -11.5% |
| YTD | -42.2% | +13.7% | -55.9% | -46.9% |
| 1Y | -63.6% | +67.4% | -131.0% | -70.9% |
| 3Y | +12.7% | -13.2% | +25.9% | +1.8% |
| 5Y | -74.9% | -39.5% | -35.4% | -73.9% |
| All | -51.7% | -26.6% | -25.1% | -45.5% |
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