+49.7%
ON vs BRKR
-37.9%
+87.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -5.2% |
| 7D | -3.7% | -10.0% | +6.3% | +1.3% |
| 30D | -13.3% | -8.7% | -4.6% | -9.7% |
| 3M | -38.7% | -2.8% | -35.8% | -39.9% |
| 6M | +22.4% | +56.4% | -34.0% | -10.4% |
| YTD | +32.3% | +12.0% | +20.3% | +15.9% |
| 1Y | +48.5% | +71.2% | -22.7% | -1.5% |
| 3Y | -25.7% | -21.1% | -4.7% | -26.3% |
| 5Y | +49.7% | -37.6% | +87.4% | +56.9% |
| All | +49.7% | -37.9% | +87.7% | +56.9% |
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 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