+141.8%
BRKR vs DAR
+5,687.6%
-5,545.7%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | 0.0% |
| 7D | -8.7% | -0.1% | -8.5% | -8.7% |
| 30D | -9.9% | +2.6% | -12.5% | -10.2% |
| 3M | -3.1% | +14.2% | -17.3% | -4.9% |
| 6M | +45.5% | +17.2% | +28.3% | +42.1% |
| YTD | +13.7% | +80.9% | -67.2% | +5.2% |
| 1Y | +67.4% | +104.0% | -36.5% | +52.5% |
| 3Y | -13.2% | +3.6% | -16.8% | -15.5% |
| 5Y | -39.5% | -7.8% | -31.7% | -40.9% |
| 10Y | +153.5% | +363.1% | -209.6% | +104.3% |
| All | +141.8% | +5,687.6% | -5,545.7% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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