-35.8%
RMBS vs BRKR
+47.8%
-83.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -9.0% | -7.0% | -13.6% |
| 7D | -23.4% | -6.4% | -17.1% | -21.8% |
| 30D | -38.9% | -4.0% | -34.9% | -38.0% |
| 3M | -28.4% | +10.7% | -39.1% | -29.9% |
| 6M | -40.9% | +53.0% | -94.0% | -51.4% |
| YTD | -24.2% | +23.6% | -47.8% | -34.1% |
| 1Y | -35.8% | +45.0% | -80.9% | -47.0% |
| All | -35.8% | +47.8% | -83.6% | -47.0% |
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