+521.9%
BKR vs DD
+927.4%
-405.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -6.4% |
| 7D | -6.7% | -2.9% | -3.8% | -5.4% |
| 30D | -8.3% | -11.5% | +3.1% | -3.0% |
| 3M | -5.4% | -5.4% | 0.0% | -3.3% |
| 6M | +0.8% | -6.9% | +7.7% | +3.2% |
| YTD | +31.8% | +6.9% | +25.0% | +26.1% |
| 1Y | +28.6% | +35.6% | -7.1% | +8.9% |
| 3Y | +71.2% | +42.5% | +28.7% | +38.6% |
| 5Y | +179.2% | +58.5% | +120.8% | +109.4% |
| 10Y | +124.0% | +65.7% | +58.2% | +59.6% |
| All | +521.9% | +927.4% | -405.6% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling