-45.9%
RUN vs BRKR
+100.6%
-146.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | +1.3% | +2.5% | -1.2% | +0.6% |
| 30D | -15.3% | +11.5% | -26.7% | -17.8% |
| 3M | -40.0% | -2.4% | -37.6% | -41.2% |
| 6M | -27.0% | +52.3% | -79.3% | -39.5% |
| YTD | -51.7% | +24.5% | -76.2% | -58.2% |
| 1Y | -45.9% | +97.3% | -143.2% | -57.3% |
| All | -45.9% | +100.6% | -146.5% | -57.3% |
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