-34.7%
ROL vs BRKR
+65.8%
-100.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +12.9% | -10.1% | +2.8% |
| 7D | +14.6% | +2.9% | +11.7% | +14.5% |
| 30D | +29.3% | -0.1% | +29.4% | +29.2% |
| 3M | +2.0% | +26.9% | -24.9% | +1.2% |
| 6M | -28.5% | +75.6% | -104.1% | -33.9% |
| YTD | -35.3% | +35.8% | -71.2% | -38.3% |
| 1Y | -34.7% | +58.6% | -93.3% | -40.1% |
| All | -34.7% | +65.8% | -100.5% | -40.1% |
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