+72.2%
BKR vs RL
+199.8%
-127.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.0% | -6.7% |
| 7D | -6.7% | -2.2% | -4.5% | -6.2% |
| 30D | -8.3% | -15.3% | +7.0% | -4.7% |
| 3M | -5.4% | -10.3% | +4.9% | -3.3% |
| 6M | +0.8% | -2.2% | +3.0% | 0.0% |
| YTD | +31.8% | -4.3% | +36.1% | +31.2% |
| 1Y | +28.6% | +8.9% | +19.7% | +22.9% |
| All | +72.2% | +199.8% | -127.6% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 3y: compounded portfolio wealth divided by compounded RL 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…
3y analysis · Full analysis span regression · 6 months rolling