+564.8%
BKR vs RF
+1,537.4%
-972.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +1.7% | +1.3% | +0.4% | +1.3% |
| 30D | +3.3% | -3.6% | +7.0% | +4.4% |
| 3M | -3.6% | +8.1% | -11.7% | -6.1% |
| 6M | +5.0% | +11.5% | -6.4% | +1.3% |
| YTD | +40.9% | +15.6% | +25.4% | +34.2% |
| 1Y | +39.2% | +15.7% | +23.6% | +32.3% |
| 3Y | +83.7% | +86.9% | -3.1% | +50.1% |
| 5Y | +207.5% | +89.8% | +117.7% | +146.0% |
| 10Y | +136.3% | +344.7% | -208.4% | +51.2% |
| All | +564.8% | +1,537.4% | -972.6% | +220.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling