+630.7%
BKR vs DVA
+5,118.1%
-4,487.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.7% | -6.5% |
| 7D | -6.7% | -0.2% | -6.5% | -6.6% |
| 30D | -8.3% | +1.7% | -10.0% | -8.6% |
| 3M | -5.4% | -8.7% | +3.3% | -4.6% |
| 6M | +0.8% | +19.7% | -18.8% | -3.1% |
| YTD | +31.8% | +59.6% | -27.8% | +20.6% |
| 1Y | +28.6% | +37.1% | -8.5% | +20.3% |
| 3Y | +71.2% | +89.8% | -18.5% | +49.7% |
| 5Y | +179.2% | +47.4% | +131.9% | +148.8% |
| 10Y | +124.0% | +184.9% | -60.9% | +77.9% |
| All | +630.7% | +5,118.1% | -4,487.5% | +391.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling