+176.5%
DLR vs BRKR
+155.3%
+21.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.8% |
| 7D | +0.1% | -8.7% | +8.8% | +1.9% |
| 30D | -4.3% | -9.9% | +5.5% | -2.4% |
| 3M | +3.8% | -3.1% | +6.9% | +2.9% |
| 6M | +5.8% | +45.5% | -39.7% | -5.3% |
| YTD | +23.5% | +13.7% | +9.9% | +16.0% |
| 1Y | +11.1% | +67.4% | -56.3% | -5.7% |
| 3Y | +57.9% | -13.2% | +71.1% | +50.4% |
| 5Y | +44.0% | -39.5% | +83.4% | +48.2% |
| All | +176.5% | +155.3% | +21.1% | +93.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling