+120.2%
BKR vs DVA
+187.8%
-67.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -7.0% | -1.3% | -5.7% | -6.7% |
| 30D | -8.1% | 0.0% | -8.1% | -8.2% |
| 3M | -6.6% | -10.9% | +4.3% | -5.0% |
| 6M | +0.9% | +17.3% | -16.4% | -4.6% |
| YTD | +31.1% | +59.8% | -28.7% | +14.1% |
| 1Y | +27.7% | +36.3% | -8.6% | +15.4% |
| 3Y | +71.2% | +88.6% | -17.4% | +37.7% |
| 5Y | +177.6% | +47.5% | +130.1% | +131.5% |
| All | +120.2% | +187.8% | -67.6% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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