+120.2%
BKR vs DD
+66.6%
+53.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -7.0% | -3.5% | -3.5% | -5.1% |
| 30D | -8.1% | -11.7% | +3.5% | -1.4% |
| 3M | -6.6% | -9.2% | +2.6% | -1.7% |
| 6M | +0.9% | -7.2% | +8.0% | +3.8% |
| YTD | +31.1% | +6.6% | +24.5% | +23.8% |
| 1Y | +27.7% | +32.0% | -4.3% | +4.9% |
| 3Y | +71.2% | +42.1% | +29.1% | +29.6% |
| 5Y | +177.6% | +58.1% | +119.6% | +87.1% |
| All | +120.2% | +66.6% | +53.6% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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