+16.0%
O vs BRKR
-39.7%
+55.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -2.9% | -8.7% | +5.8% | -2.2% |
| 30D | -4.5% | -9.9% | +5.3% | -3.8% |
| 3M | -2.6% | -3.1% | +0.4% | -2.9% |
| 6M | -5.6% | +45.5% | -51.1% | -9.8% |
| YTD | +9.3% | +13.7% | -4.4% | +6.7% |
| 1Y | +4.3% | +67.4% | -63.1% | -2.8% |
| 3Y | +27.4% | -13.2% | +40.6% | +25.0% |
| All | +16.0% | -39.7% | +55.8% | +17.6% |
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 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