+654.4%
BKR vs BB
+251.4%
+403.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.7% | -4.0% | -6.3% |
| 7D | -6.7% | -2.1% | -4.6% | -6.4% |
| 30D | -8.3% | -16.0% | +7.7% | -6.5% |
| 3M | -5.4% | -14.5% | +9.1% | -4.4% |
| 6M | +0.8% | +118.6% | -117.7% | -9.8% |
| YTD | +31.8% | +98.9% | -67.1% | +19.1% |
| 1Y | +28.6% | +99.5% | -70.9% | +15.7% |
| 3Y | +71.2% | +65.4% | +5.9% | +51.8% |
| 5Y | +179.2% | -27.6% | +206.9% | +165.4% |
| 10Y | +124.0% | -0.4% | +124.3% | +83.4% |
| All | +654.4% | +251.4% | +403.0% | +456.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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