+171.6%
BKR vs DVA
+46.8%
+124.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -7.0% | -1.3% | -5.7% | -6.9% |
| 30D | -8.1% | 0.0% | -8.1% | -8.1% |
| 3M | -6.6% | -10.9% | +4.3% | -5.9% |
| 6M | +0.9% | +17.3% | -16.4% | -2.2% |
| YTD | +31.1% | +59.8% | -28.7% | +21.0% |
| 1Y | +27.7% | +36.3% | -8.6% | +20.5% |
| 3Y | +71.2% | +88.6% | -17.4% | +52.8% |
| All | +171.6% | +46.8% | +124.8% | +149.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling