+420.1%
BKR vs RF
+1,453.4%
-1,033.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.8% |
| 7D | +3.8% | +1.9% | +1.8% | +3.2% |
| 30D | -10.3% | +7.3% | -17.6% | -12.2% |
| 3M | -21.7% | -7.9% | -13.8% | -19.9% |
| 6M | -23.8% | +10.5% | -34.3% | -26.3% |
| YTD | +10.3% | +9.6% | +0.6% | +6.6% |
| 1Y | +5.7% | +20.3% | -14.6% | -0.7% |
| 3Y | +52.6% | +119.5% | -66.9% | +19.3% |
| 5Y | +127.1% | +48.2% | +78.9% | +95.2% |
| 10Y | +56.5% | +234.3% | -177.8% | +7.4% |
| All | +420.1% | +1,453.4% | -1,033.4% | +154.2% |
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