+308.9%
RF vs BRKR
+173.2%
+135.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | -1.6% | -9.8% | +8.2% | +0.4% |
| 30D | -4.3% | -6.1% | +1.8% | -3.3% |
| 3M | +5.9% | -2.4% | +8.2% | +4.8% |
| 6M | +14.1% | +46.7% | -32.6% | +2.8% |
| YTD | +13.8% | +14.0% | -0.2% | +7.5% |
| 1Y | +15.2% | +76.5% | -61.3% | -1.3% |
| 3Y | +90.6% | -11.7% | +102.3% | +82.5% |
| 5Y | +88.9% | -39.3% | +128.2% | +92.0% |
| 10Y | +339.4% | +154.1% | +185.3% | +233.1% |
| All | +308.9% | +173.2% | +135.8% | +142.4% |
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 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