-35.7%
U vs BRKR
+38.7%
-74.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.6% |
| 7D | +5.5% | -8.7% | +14.2% | +10.6% |
| 30D | -1.3% | -9.9% | +8.6% | +3.7% |
| 3M | +64.6% | -3.1% | +67.7% | +58.5% |
| 6M | +119.4% | +45.5% | +73.9% | +58.4% |
| YTD | -0.5% | +13.7% | -14.2% | -16.4% |
| 1Y | +1.3% | +67.4% | -66.1% | -36.6% |
| 3Y | +15.6% | -13.2% | +28.8% | +3.0% |
| 5Y | -67.5% | -39.5% | -28.0% | -63.8% |
| All | -35.7% | +38.7% | -74.4% | -62.5% |
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