+114.1%
DT vs BRKR
+14.3%
+99.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -1.6% | -8.7% | +7.1% | +1.3% |
| 30D | +3.0% | -9.9% | +12.9% | +6.3% |
| 3M | +26.5% | -3.1% | +29.6% | +24.1% |
| 6M | +35.9% | +45.5% | -9.6% | +12.5% |
| YTD | +17.8% | +13.7% | +4.2% | +6.3% |
| 1Y | +4.1% | +67.4% | -63.4% | -20.9% |
| 3Y | +5.3% | -13.2% | +18.5% | -4.0% |
| 5Y | -27.2% | -39.5% | +12.3% | -21.8% |
| All | +114.1% | +14.3% | +99.8% | +52.9% |
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 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