-37.7%
DG vs BRKR
-39.7%
+2.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -6.5% | -8.7% | +2.2% | -5.6% |
| 30D | +4.2% | -9.9% | +14.0% | +5.2% |
| 3M | +9.5% | -3.1% | +12.6% | +9.0% |
| 6M | -13.1% | +45.5% | -58.6% | -17.7% |
| YTD | -4.8% | +13.7% | -18.5% | -7.7% |
| 1Y | +20.6% | +67.4% | -46.8% | +12.0% |
| 3Y | +4.9% | -13.2% | +18.2% | +4.5% |
| All | -37.7% | -39.7% | +2.0% | -38.9% |
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