+120.2%
BKR vs DTE
+137.8%
-17.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.2% |
| 7D | -7.0% | -2.6% | -4.4% | -5.5% |
| 30D | -8.1% | -4.4% | -3.7% | -5.6% |
| 3M | -6.6% | -8.3% | +1.7% | -2.0% |
| 6M | +0.9% | -8.1% | +8.9% | +5.1% |
| YTD | +31.1% | +4.4% | +26.7% | +25.8% |
| 1Y | +27.7% | +0.2% | +27.5% | +25.4% |
| 3Y | +71.2% | +42.6% | +28.6% | +29.9% |
| 5Y | +177.6% | +31.5% | +146.2% | +119.0% |
| All | +120.2% | +137.8% | -17.7% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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