+539.1%
DG vs BRKR
+408.4%
+130.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -6.5% | -8.7% | +2.2% | -5.2% |
| 30D | +4.2% | -9.9% | +14.0% | +5.6% |
| 3M | +9.5% | -3.1% | +12.6% | +8.9% |
| 6M | -13.1% | +45.5% | -58.6% | -19.2% |
| YTD | -4.8% | +13.7% | -18.5% | -8.5% |
| 1Y | +20.6% | +67.4% | -46.8% | +8.8% |
| 3Y | +4.9% | -13.2% | +18.2% | +2.1% |
| 5Y | -37.9% | -39.5% | +1.6% | -36.9% |
| 10Y | +102.2% | +153.5% | -51.2% | +55.0% |
| All | +539.1% | +408.4% | +130.7% | +299.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling