+373.8%
RY vs BRKR
+155.3%
+218.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.2% | -8.7% | +6.4% | -0.6% |
| 30D | -3.6% | -9.9% | +6.3% | -1.9% |
| 3M | +3.9% | -3.1% | +7.0% | +3.3% |
| 6M | +26.4% | +45.5% | -19.1% | +15.0% |
| YTD | +22.3% | +13.7% | +8.6% | +16.2% |
| 1Y | +43.7% | +67.4% | -23.7% | +25.4% |
| 3Y | +154.0% | -13.2% | +167.2% | +143.8% |
| 5Y | +137.6% | -39.5% | +177.1% | +144.6% |
| All | +373.8% | +155.3% | +218.5% | +242.0% |
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