+518.3%
BKR vs NYT
+758.3%
-240.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.7% |
| 7D | -7.0% | -0.6% | -6.4% | -6.8% |
| 30D | -8.1% | +4.6% | -12.7% | -9.3% |
| 3M | -6.6% | -9.6% | +3.0% | -4.6% |
| 6M | +0.9% | -14.0% | +14.9% | +4.0% |
| YTD | +31.1% | -2.8% | +33.9% | +30.2% |
| 1Y | +27.7% | +15.6% | +12.1% | +20.5% |
| 3Y | +71.2% | +56.3% | +14.9% | +45.7% |
| 5Y | +177.6% | +39.5% | +138.1% | +137.8% |
| 10Y | +122.7% | +488.0% | -365.4% | +23.3% |
| All | +518.3% | +758.3% | -240.0% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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