+28.4%
BKR vs REPL
+124.4%
-96.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -8.4% | +1.7% | -6.6% |
| 7D | -6.7% | -13.4% | +6.7% | -6.6% |
| 30D | -8.3% | -3.0% | -5.3% | -8.3% |
| 3M | -5.4% | +56.3% | -61.7% | -5.9% |
| 6M | +0.8% | +60.9% | -60.1% | 0.0% |
| YTD | +31.8% | +36.2% | -4.4% | +31.0% |
| All | +28.4% | +124.4% | -96.0% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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