-15.0%
ROP vs BRKR
-39.7%
+24.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -4.6% | -8.7% | +4.1% | -3.4% |
| 30D | -1.7% | -9.9% | +8.2% | -0.4% |
| 3M | +17.1% | -3.1% | +20.2% | +16.4% |
| 6M | +10.9% | +45.5% | -34.6% | +2.3% |
| YTD | -12.1% | +13.7% | -25.8% | -15.6% |
| 1Y | -24.2% | +67.4% | -91.7% | -32.6% |
| 3Y | -20.4% | -13.2% | -7.2% | -22.6% |
| All | -15.0% | -39.7% | +24.7% | -13.2% |
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