+5,462.1%
ROL vs BRKR
+172.5%
+5,289.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -3.2% | -8.7% | +5.5% | -1.9% |
| 30D | -4.9% | -9.9% | +5.0% | -3.6% |
| 3M | -25.8% | -3.1% | -22.7% | -26.3% |
| 6M | -37.6% | +45.5% | -83.1% | -42.0% |
| YTD | -41.5% | +13.7% | -55.2% | -43.8% |
| 1Y | -39.5% | +67.4% | -106.9% | -45.4% |
| 3Y | +0.1% | -13.2% | +13.3% | -3.1% |
| 5Y | -4.6% | -39.5% | +34.9% | -3.7% |
| 10Y | +209.9% | +153.5% | +56.4% | +150.0% |
| All | +5,462.1% | +172.5% | +5,289.6% | +3,364.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling