-36.0%
ROL vs BRKR
+100.6%
-136.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.4% |
| 7D | -1.4% | +2.5% | -3.9% | -1.5% |
| 30D | -4.1% | +11.5% | -15.6% | -4.4% |
| 3M | -22.5% | -2.4% | -20.1% | -22.6% |
| 6M | -37.7% | +52.3% | -90.0% | -40.4% |
| YTD | -39.6% | +24.5% | -64.0% | -41.6% |
| 1Y | -36.0% | +97.3% | -133.4% | -36.3% |
| All | -36.0% | +100.6% | -136.6% | -36.3% |
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