+72.2%
BKR vs DLR
+55.5%
+16.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.0% | -4.7% | -6.1% |
| 7D | -6.7% | -1.3% | -5.4% | -6.3% |
| 30D | -8.3% | -2.9% | -5.5% | -7.7% |
| 3M | -5.4% | +3.2% | -8.6% | -6.7% |
| 6M | +0.8% | +3.9% | -3.1% | -0.9% |
| YTD | +31.8% | +21.4% | +10.4% | +23.6% |
| 1Y | +28.6% | +9.7% | +18.9% | +23.9% |
| All | +72.2% | +55.5% | +16.7% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling