-36.8%
BRKR vs RRC
+142.8%
-179.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | -8.7% | -1.8% | -6.9% | -8.5% |
| 30D | -9.9% | +2.7% | -12.5% | -10.1% |
| 3M | -3.1% | +8.8% | -11.9% | -4.1% |
| 6M | +45.5% | -1.2% | +46.7% | +45.0% |
| YTD | +13.7% | +17.6% | -3.9% | +10.5% |
| 1Y | +67.4% | +18.4% | +49.0% | +62.2% |
| 3Y | -13.2% | +33.1% | -46.3% | -17.6% |
| All | -36.8% | +142.8% | -179.7% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 5y: compounded portfolio wealth divided by compounded RRC 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…
5y analysis · Full analysis span regression · 6 months rolling