+9.7%
BKR vs DLR
+11.0%
-1.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.6% | -8.1% | -6.2% |
| 7D | -8.8% | +2.8% | -11.6% | -9.5% |
| 30D | -13.1% | +2.8% | -15.9% | -13.8% |
| 3M | -18.9% | -4.0% | -14.9% | -18.3% |
| 6M | -27.2% | -5.6% | -21.6% | -26.3% |
| YTD | +10.7% | +21.9% | -11.3% | +2.3% |
| 1Y | +9.7% | +13.0% | -3.4% | +3.9% |
| All | +9.7% | +11.0% | -1.3% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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