+173.2%
BKR vs DLR
+40.9%
+132.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.0% | -4.7% | -6.2% |
| 7D | -6.7% | -1.3% | -5.4% | -6.4% |
| 30D | -8.3% | -2.9% | -5.5% | -7.8% |
| 3M | -5.4% | +3.2% | -8.6% | -6.4% |
| 6M | +0.8% | +3.9% | -3.1% | -0.5% |
| YTD | +31.8% | +21.4% | +10.4% | +25.3% |
| 1Y | +28.6% | +9.7% | +18.9% | +25.0% |
| 3Y | +71.2% | +56.5% | +14.7% | +53.5% |
| All | +173.2% | +40.9% | +132.3% | +134.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling