+74.0%
BKR vs JD
+41.7%
+32.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.0% | -0.1% |
| 7D | -1.5% | -3.0% | +1.5% | -1.1% |
| 30D | -0.7% | -19.3% | +18.7% | +2.2% |
| 3M | +0.5% | -6.0% | +6.5% | +1.2% |
| 6M | +6.6% | +1.8% | +4.8% | +5.9% |
| YTD | +41.3% | -2.6% | +43.8% | +41.0% |
| 1Y | +42.2% | -17.4% | +59.7% | +45.0% |
| 3Y | +83.4% | -8.6% | +92.1% | +79.6% |
| 5Y | +203.6% | -61.6% | +265.2% | +220.9% |
| 10Y | +139.9% | +16.9% | +123.1% | +89.3% |
| All | +74.0% | +41.7% | +32.4% | +35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling