-53.5%
S vs BRKR
-28.6%
-24.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -0.7% | -8.7% | +8.0% | +2.6% |
| 30D | -11.4% | -9.9% | -1.6% | -8.2% |
| 3M | +33.8% | -3.1% | +36.9% | +30.4% |
| 6M | +39.5% | +45.5% | -6.0% | +8.8% |
| YTD | +31.7% | +13.7% | +18.0% | +14.6% |
| 1Y | +7.0% | +67.4% | -60.4% | -25.4% |
| 3Y | +11.8% | -13.2% | +25.0% | +0.2% |
| 5Y | -69.0% | -39.5% | -29.5% | -62.4% |
| All | -53.5% | -28.6% | -24.9% | -47.8% |
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