-12.1%
DOW vs BRKR
+39.6%
-51.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -2.0% |
| 7D | -1.4% | -8.7% | +7.3% | +1.3% |
| 30D | -3.9% | -9.9% | +5.9% | -1.0% |
| 3M | -12.7% | -3.1% | -9.6% | -14.3% |
| 6M | -13.7% | +45.5% | -59.2% | -28.8% |
| YTD | +28.4% | +13.7% | +14.7% | +15.4% |
| 1Y | +21.8% | +67.4% | -45.7% | -7.1% |
| 3Y | -35.7% | -13.2% | -22.5% | -40.8% |
| 5Y | -36.8% | -39.5% | +2.7% | -33.6% |
| All | -12.1% | +39.6% | -51.6% | -44.6% |
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