-53.9%
DOCS vs BRKR
-19.8%
-34.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.2% | -7.1% | -7.3% |
| 7D | -7.3% | +4.2% | -11.5% | -8.4% |
| 30D | -10.9% | +9.3% | -20.2% | -13.5% |
| 3M | +20.3% | +3.8% | +16.5% | +16.3% |
| 6M | -3.6% | +59.5% | -63.1% | -19.9% |
| YTD | -44.9% | +24.2% | -69.0% | -50.5% |
| 1Y | -64.9% | +90.5% | -155.3% | -73.0% |
| 3Y | +7.6% | -3.8% | +11.4% | -6.1% |
| 5Y | -74.0% | -34.8% | -39.1% | -73.9% |
| All | -53.9% | -19.8% | -34.1% | -49.2% |
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