+175.1%
BKR vs OSCR
-9.0%
+184.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | -7.0% | +1.6% | -8.6% | -7.1% |
| 30D | -8.1% | +10.7% | -18.8% | -8.7% |
| 3M | -6.6% | +13.4% | -20.0% | -7.6% |
| 6M | +0.9% | +144.6% | -143.7% | -5.1% |
| YTD | +31.1% | +128.0% | -97.0% | +23.6% |
| 1Y | +27.7% | +68.7% | -41.0% | +21.9% |
| 3Y | +71.2% | +398.8% | -327.6% | +45.2% |
| 5Y | +177.6% | +87.3% | +90.4% | +135.1% |
| All | +175.1% | -9.0% | +184.1% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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