+40.3%
RUN vs BRKR
+155.3%
-115.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -3.7% | -8.7% | +5.0% | +1.0% |
| 30D | -13.0% | -9.9% | -3.2% | -8.1% |
| 3M | -31.8% | -3.1% | -28.7% | -33.5% |
| 6M | -32.2% | +45.5% | -77.7% | -48.8% |
| YTD | -53.5% | +13.7% | -67.2% | -59.9% |
| 1Y | -46.5% | +67.4% | -114.0% | -64.0% |
| 3Y | -37.6% | -13.2% | -24.4% | -41.3% |
| 5Y | -80.9% | -39.5% | -41.4% | -78.1% |
| All | +40.3% | +155.3% | -115.0% | -15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling