+141.8%
BRKR vs RVTY
+399.5%
-257.6%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -1.9% |
| 7D | -8.7% | -4.5% | -4.1% | -6.1% |
| 30D | -9.9% | +5.5% | -15.3% | -12.5% |
| 3M | -3.1% | +22.5% | -25.6% | -13.1% |
| 6M | +45.5% | +38.9% | +6.6% | +22.2% |
| YTD | +13.7% | +28.7% | -15.1% | -0.7% |
| 1Y | +67.4% | +45.5% | +21.9% | +37.0% |
| 3Y | -13.2% | +16.4% | -29.6% | -19.1% |
| 5Y | -39.5% | -32.7% | -6.7% | -24.1% |
| 10Y | +153.5% | +142.5% | +10.9% | +60.8% |
| All | +141.8% | +399.5% | -257.6% | +67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling