+47.5%
ROK vs BRKR
-39.7%
+87.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -1.2% | -8.7% | +7.4% | +1.3% |
| 30D | -4.8% | -9.9% | +5.1% | -2.1% |
| 3M | -6.1% | -3.1% | -3.0% | -6.3% |
| 6M | +15.5% | +45.5% | -30.0% | +0.7% |
| YTD | +11.2% | +13.7% | -2.5% | +3.8% |
| 1Y | +23.8% | +67.4% | -43.6% | +1.9% |
| 3Y | +53.1% | -13.2% | +66.3% | +46.6% |
| All | +47.5% | -39.7% | +87.2% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling