+171.6%
BKR vs OMC
+30.5%
+141.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -7.0% | -4.4% | -2.6% | -6.1% |
| 30D | -8.1% | -7.6% | -0.5% | -6.6% |
| 3M | -6.6% | +4.5% | -11.1% | -8.4% |
| 6M | +0.9% | -0.3% | +1.1% | -0.1% |
| YTD | +31.1% | -0.1% | +31.2% | +29.0% |
| 1Y | +27.7% | +4.6% | +23.1% | +23.1% |
| 3Y | +71.2% | +10.5% | +60.8% | +59.8% |
| All | +171.6% | +30.5% | +141.1% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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