-27.1%
RKT vs BRKR
+23.2%
-50.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | -6.3% | -8.7% | +2.4% | -3.4% |
| 30D | -6.2% | -9.9% | +3.7% | -3.0% |
| 3M | -1.9% | -3.1% | +1.2% | -3.0% |
| 6M | -13.0% | +45.5% | -58.5% | -26.7% |
| YTD | -31.9% | +13.7% | -45.6% | -37.8% |
| 1Y | -37.6% | +67.4% | -105.0% | -50.6% |
| 3Y | +36.8% | -13.2% | +50.0% | +29.4% |
| 5Y | -9.7% | -39.5% | +29.7% | -5.8% |
| All | -27.1% | +23.2% | -50.3% | -44.1% |
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 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