+121.4%
BKR vs RF
+340.3%
-218.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -6.9% | -6.8% |
| 7D | -6.7% | -1.6% | -5.1% | -5.8% |
| 30D | -8.3% | -4.3% | -4.1% | -6.2% |
| 3M | -5.4% | +5.9% | -11.3% | -9.0% |
| 6M | +0.8% | +14.1% | -13.3% | -7.4% |
| YTD | +31.8% | +13.8% | +18.1% | +20.8% |
| 1Y | +28.6% | +15.2% | +13.3% | +16.4% |
| 3Y | +71.2% | +90.6% | -19.3% | +12.3% |
| 5Y | +179.2% | +88.9% | +90.3% | +72.1% |
| All | +121.4% | +340.3% | -218.8% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling