+13.3%
RMBS vs BRKR
+100.6%
-87.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.9% | +1.7% |
| 7D | -0.3% | +2.5% | -2.8% | -1.0% |
| 30D | -12.2% | +11.5% | -23.7% | -14.3% |
| 3M | -49.5% | -2.4% | -47.2% | -50.3% |
| 6M | -7.1% | +52.3% | -59.5% | -22.7% |
| YTD | -7.0% | +24.5% | -31.5% | -18.0% |
| 1Y | +13.3% | +97.3% | -84.0% | -18.0% |
| All | +13.3% | +100.6% | -87.2% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling