-0.7%
BKR vs RDW
-11.3%
+10.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -19.8% | +12.5% | -6.1% |
| 7D | -15.2% | -32.4% | +17.2% | -13.3% |
| 30D | -19.1% | -41.7% | +22.6% | -16.7% |
| 3M | -24.8% | -42.3% | +17.4% | -22.7% |
| 6M | -31.6% | -28.8% | -2.8% | -30.4% |
| YTD | +2.5% | -18.6% | +21.1% | +1.0% |
| 1Y | -0.7% | -15.2% | +14.5% | -1.7% |
| All | -0.7% | -11.3% | +10.6% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling