-14.8%
REPL vs BRKR
+85.0%
-99.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -14.1% | -8.7% | -5.4% | -11.6% |
| 30D | -15.2% | -9.9% | -5.4% | -12.7% |
| 3M | +49.9% | -3.1% | +53.0% | +45.0% |
| 6M | +63.5% | +45.5% | +18.0% | +35.8% |
| YTD | +32.9% | +13.7% | +19.2% | +18.8% |
| 1Y | +115.0% | +67.4% | +47.5% | +63.8% |
| 3Y | -34.7% | -13.2% | -21.5% | -45.6% |
| 5Y | -59.7% | -39.5% | -20.2% | -61.1% |
| All | -14.8% | +85.0% | -99.7% | -50.8% |
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