+121.4%
BKR vs DRI
+348.7%
-227.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -6.3% |
| 7D | -6.7% | -4.8% | -1.8% | -4.7% |
| 30D | -8.3% | -5.2% | -3.2% | -6.4% |
| 3M | -5.4% | +2.7% | -8.1% | -6.9% |
| 6M | +0.8% | +3.6% | -2.8% | -1.9% |
| YTD | +31.8% | +15.4% | +16.4% | +21.9% |
| 1Y | +28.6% | +1.3% | +27.3% | +25.0% |
| 3Y | +71.2% | +53.1% | +18.1% | +36.0% |
| 5Y | +179.2% | +64.6% | +114.7% | +107.4% |
| All | +121.4% | +348.7% | -227.3% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling