+602.0%
BKR vs DRI
+7,313.6%
-6,711.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | -1.5% | -4.8% | +3.3% | 0.0% |
| 30D | -0.7% | -3.9% | +3.3% | +0.5% |
| 3M | +0.5% | +5.1% | -4.6% | -1.4% |
| 6M | +6.6% | +5.5% | +1.1% | +3.9% |
| YTD | +41.3% | +16.5% | +24.8% | +32.8% |
| 1Y | +42.2% | +2.0% | +40.2% | +39.0% |
| 3Y | +83.4% | +54.5% | +28.9% | +54.7% |
| 5Y | +203.6% | +66.6% | +137.0% | +144.2% |
| 10Y | +139.9% | +353.6% | -213.7% | +34.3% |
| All | +602.0% | +7,313.6% | -6,711.6% | +115.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling