+9.7%
BKR vs DG
+45.3%
-35.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +8.5% | -14.1% | -5.2% |
| 7D | -8.8% | +12.3% | -21.0% | -8.5% |
| 30D | -13.1% | +19.3% | -32.4% | -13.2% |
| 3M | -18.9% | +11.9% | -30.8% | -18.9% |
| 6M | -27.2% | +25.0% | -52.2% | -27.7% |
| YTD | +10.7% | +8.7% | +2.0% | +13.1% |
| 1Y | +9.7% | +44.7% | -35.0% | +11.9% |
| All | +9.7% | +45.3% | -35.6% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling