+120.2%
BKR vs DG
+101.8%
+18.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -7.0% | -6.5% | -0.5% | -6.4% |
| 30D | -8.1% | +4.2% | -12.3% | -8.5% |
| 3M | -6.6% | +9.5% | -16.1% | -7.6% |
| 6M | +0.9% | -13.1% | +14.0% | +2.0% |
| YTD | +31.1% | -4.8% | +35.9% | +31.4% |
| 1Y | +27.7% | +20.6% | +7.1% | +24.7% |
| 3Y | +71.2% | +4.9% | +66.3% | +67.2% |
| 5Y | +177.6% | -37.9% | +215.5% | +194.1% |
| All | +120.2% | +101.8% | +18.4% | +82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling