+141.7%
RNG vs BRKR
+100.6%
+41.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.9% |
| 7D | +5.8% | +2.5% | +3.3% | +5.9% |
| 30D | +19.6% | +11.5% | +8.1% | +20.1% |
| 3M | +67.0% | -2.4% | +69.4% | +66.1% |
| 6M | +88.4% | +52.3% | +36.1% | +81.0% |
| YTD | +155.5% | +24.5% | +131.0% | +154.8% |
| 1Y | +141.7% | +97.3% | +44.3% | +126.2% |
| All | +141.7% | +100.6% | +41.1% | +126.2% |
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