+214.1%
BKR vs DLR
+3,609.2%
-3,395.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -1.5% | +2.9% | -4.4% | -2.5% |
| 30D | -0.7% | -1.2% | +0.5% | -0.4% |
| 3M | +0.5% | +2.9% | -2.4% | -1.0% |
| 6M | +6.6% | +6.7% | 0.0% | +3.5% |
| YTD | +41.3% | +23.9% | +17.4% | +30.0% |
| 1Y | +42.2% | +18.6% | +23.6% | +32.6% |
| 3Y | +83.4% | +59.7% | +23.8% | +51.2% |
| 5Y | +203.6% | +42.1% | +161.6% | +152.2% |
| 10Y | +139.9% | +176.7% | -36.8% | +45.9% |
| All | +214.1% | +3,609.2% | -3,395.1% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling