+521.9%
BKR vs OMC
+5,772.0%
-5,250.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.5% | -8.1% | -7.3% |
| 7D | -6.7% | -6.2% | -0.4% | -4.3% |
| 30D | -8.3% | -7.6% | -0.8% | -5.7% |
| 3M | -5.4% | +7.4% | -12.8% | -9.4% |
| 6M | +0.8% | +0.1% | +0.7% | -1.0% |
| YTD | +31.8% | +0.4% | +31.4% | +27.4% |
| 1Y | +28.6% | +7.8% | +20.8% | +19.5% |
| 3Y | +71.2% | +11.8% | +59.4% | +53.8% |
| 5Y | +179.2% | +32.5% | +146.8% | +125.4% |
| 10Y | +124.0% | +34.2% | +89.7% | +77.3% |
| All | +521.9% | +5,772.0% | -5,250.1% | +107.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling