+3,305.4%
ROP vs BRKR
+172.5%
+3,132.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -4.6% | -8.7% | +4.1% | -3.3% |
| 30D | -1.7% | -9.9% | +8.2% | -0.2% |
| 3M | +17.1% | -3.1% | +20.2% | +16.4% |
| 6M | +10.9% | +45.5% | -34.6% | +2.4% |
| YTD | -12.1% | +13.7% | -25.8% | -15.8% |
| 1Y | -24.2% | +67.4% | -91.7% | -32.2% |
| 3Y | -20.4% | -13.2% | -7.2% | -23.0% |
| 5Y | -15.4% | -39.5% | +24.1% | -14.3% |
| 10Y | +134.6% | +153.5% | -18.9% | +87.6% |
| All | +3,305.4% | +172.5% | +3,132.9% | +1,994.8% |
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