+72.2%
BKR vs DT
+8.0%
+64.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.6% | -8.3% | -6.9% |
| 7D | -6.7% | -2.5% | -4.1% | -6.4% |
| 30D | -8.3% | +3.5% | -11.9% | -8.9% |
| 3M | -5.4% | +26.7% | -32.1% | -8.9% |
| 6M | +0.8% | +36.1% | -35.3% | -4.5% |
| YTD | +31.8% | +18.6% | +13.2% | +28.4% |
| 1Y | +28.6% | +7.9% | +20.7% | +28.0% |
| All | +72.2% | +8.0% | +64.2% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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