+121.4%
BKR vs JD
+20.5%
+101.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.7% | -6.7% |
| 7D | -6.7% | -2.6% | -4.1% | -6.4% |
| 30D | -8.3% | -15.4% | +7.0% | -6.4% |
| 3M | -5.4% | -5.0% | -0.4% | -4.9% |
| 6M | +0.8% | +0.9% | -0.1% | +0.3% |
| YTD | +31.8% | -2.5% | +34.3% | +31.6% |
| 1Y | +28.6% | -16.0% | +44.6% | +30.7% |
| 3Y | +71.2% | -8.5% | +79.8% | +67.9% |
| 5Y | +179.2% | -61.8% | +241.0% | +196.7% |
| All | +121.4% | +20.5% | +101.0% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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