+57.7%
DD vs BRKR
-39.7%
+97.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -3.5% | -8.7% | +5.2% | -1.2% |
| 30D | -11.7% | -9.9% | -1.8% | -9.4% |
| 3M | -9.2% | -3.1% | -6.1% | -10.3% |
| 6M | -7.2% | +45.5% | -52.7% | -19.8% |
| YTD | +6.6% | +13.7% | -7.1% | -1.4% |
| 1Y | +32.0% | +67.4% | -35.4% | +7.7% |
| 3Y | +42.1% | -13.2% | +55.3% | +33.3% |
| All | +57.7% | -39.7% | +97.4% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling