-36.8%
BRKR vs RVTY
-33.1%
-3.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -2.6% |
| 7D | -8.7% | -4.5% | -4.1% | -5.1% |
| 30D | -9.9% | +5.5% | -15.3% | -13.7% |
| 3M | -3.1% | +22.5% | -25.6% | -17.2% |
| 6M | +45.5% | +38.9% | +6.6% | +12.9% |
| YTD | +13.7% | +28.7% | -15.1% | -7.2% |
| 1Y | +67.4% | +45.5% | +21.9% | +24.3% |
| 3Y | -13.2% | +16.4% | -29.6% | -24.1% |
| All | -36.8% | -33.1% | -3.8% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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