-22.2%
ON vs BRKR
-11.8%
-10.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.8% | +8.6% |
| 7D | +2.4% | -8.7% | +11.0% | +6.1% |
| 30D | -8.6% | -9.9% | +1.2% | -4.9% |
| 3M | -34.3% | -3.1% | -31.3% | -35.4% |
| 6M | +28.5% | +45.5% | -17.0% | +2.4% |
| YTD | +40.6% | +13.7% | +26.9% | +25.6% |
| 1Y | +55.3% | +67.4% | -12.1% | +11.0% |
| 3Y | -22.2% | -13.2% | -9.0% | -30.4% |
| All | -22.2% | -11.8% | -10.4% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling