+215.0%
RNG vs BRKR
+155.3%
+59.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -6.1% | -8.7% | +2.6% | -2.9% |
| 30D | +9.6% | -9.9% | +19.5% | +13.6% |
| 3M | +83.3% | -3.1% | +86.4% | +78.0% |
| 6M | +77.9% | +45.5% | +32.4% | +41.2% |
| YTD | +139.9% | +13.7% | +126.2% | +109.3% |
| 1Y | +121.7% | +67.4% | +54.2% | +58.0% |
| 3Y | +121.9% | -13.2% | +135.1% | +100.3% |
| 5Y | -68.4% | -39.5% | -28.9% | -66.0% |
| All | +215.0% | +155.3% | +59.6% | +78.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling