+230.8%
RDW vs BRKR
-11.8%
+242.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +0.9% | -8.7% | +9.5% | +4.8% |
| 30D | -21.3% | -9.9% | -11.4% | -17.9% |
| 3M | -37.9% | -3.1% | -34.8% | -39.5% |
| 6M | +12.3% | +45.5% | -33.2% | -12.4% |
| YTD | +39.7% | +13.7% | +26.1% | +22.7% |
| 1Y | +25.7% | +67.4% | -41.7% | -6.6% |
| 3Y | +230.8% | -13.2% | +244.1% | +187.1% |
| All | +230.8% | -11.8% | +242.6% | +187.1% |
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