+173.2%
BKR vs DG
-38.7%
+211.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.4% | -6.6% |
| 7D | -6.7% | -6.3% | -0.4% | -6.6% |
| 30D | -8.3% | +2.4% | -10.8% | -8.4% |
| 3M | -5.4% | +12.4% | -17.8% | -5.6% |
| 6M | +0.8% | -14.9% | +15.7% | +1.1% |
| YTD | +31.8% | -6.1% | +37.9% | +32.1% |
| 1Y | +28.6% | +17.9% | +10.7% | +28.6% |
| 3Y | +71.2% | +3.1% | +68.1% | +73.2% |
| All | +173.2% | -38.7% | +211.9% | +196.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling