+348.5%
ROK vs BRKR
+155.3%
+193.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -1.2% | -8.7% | +7.4% | +1.8% |
| 30D | -4.8% | -9.9% | +5.1% | -1.6% |
| 3M | -6.1% | -3.1% | -3.0% | -6.5% |
| 6M | +15.5% | +45.5% | -30.0% | -2.2% |
| YTD | +11.2% | +13.7% | -2.5% | +2.2% |
| 1Y | +23.8% | +67.4% | -43.6% | -2.4% |
| 3Y | +53.1% | -13.2% | +66.3% | +44.8% |
| 5Y | +48.3% | -39.5% | +87.8% | +58.3% |
| All | +348.5% | +155.3% | +193.2% | +171.6% |
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