+266.9%
ON vs BRKR
+172.5%
+94.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.8% | +8.6% |
| 7D | +2.4% | -8.7% | +11.0% | +4.9% |
| 30D | -8.6% | -9.9% | +1.2% | -6.2% |
| 3M | -34.3% | -3.1% | -31.3% | -34.7% |
| 6M | +28.5% | +45.5% | -17.0% | +13.1% |
| YTD | +40.6% | +13.7% | +26.9% | +31.8% |
| 1Y | +55.3% | +67.4% | -12.1% | +30.0% |
| 3Y | -22.2% | -13.2% | -9.0% | -22.9% |
| 5Y | +62.4% | -39.5% | +101.9% | +76.7% |
| 10Y | +642.1% | +153.5% | +488.6% | +479.9% |
| All | +266.9% | +172.5% | +94.5% | +98.0% |
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