+2,555.5%
RL vs BRKR
+172.5%
+2,383.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -3.4% | -8.7% | +5.2% | -1.8% |
| 30D | -14.4% | -9.9% | -4.6% | -12.9% |
| 3M | -13.6% | -3.1% | -10.5% | -14.0% |
| 6M | +0.6% | +45.5% | -44.9% | -8.3% |
| YTD | -3.6% | +13.7% | -17.3% | -8.2% |
| 1Y | +8.3% | +67.4% | -59.1% | -4.7% |
| 3Y | +204.8% | -13.2% | +218.0% | +196.2% |
| 5Y | +232.9% | -39.5% | +272.4% | +243.7% |
| 10Y | +309.0% | +153.5% | +155.5% | +225.6% |
| All | +2,555.5% | +172.5% | +2,383.1% | +1,530.8% |
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