+204.8%
RL vs BRKR
-11.8%
+216.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -3.4% | -8.7% | +5.2% | -1.6% |
| 30D | -14.4% | -9.9% | -4.6% | -12.7% |
| 3M | -13.6% | -3.1% | -10.5% | -14.3% |
| 6M | +0.6% | +45.5% | -44.9% | -10.5% |
| YTD | -3.6% | +13.7% | -17.3% | -9.6% |
| 1Y | +8.3% | +67.4% | -59.1% | -8.1% |
| 3Y | +204.8% | -13.2% | +218.0% | +190.9% |
| All | +204.8% | -11.8% | +216.6% | +190.9% |
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