+304.3%
BKR vs RL
+1,349.6%
-1,045.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.0% |
| 7D | +0.4% | +1.9% | -1.5% | -0.2% |
| 30D | +3.9% | -12.2% | +16.1% | +8.1% |
| 3M | -1.1% | -6.6% | +5.6% | +0.5% |
| 6M | +7.6% | +3.2% | +4.5% | +5.0% |
| YTD | +41.9% | -1.3% | +43.2% | +40.0% |
| 1Y | +42.2% | +13.6% | +28.7% | +33.8% |
| 3Y | +84.3% | +210.9% | -126.6% | +21.5% |
| 5Y | +215.7% | +246.9% | -31.2% | +93.2% |
| 10Y | +130.9% | +310.1% | -179.2% | +27.7% |
| All | +304.3% | +1,349.6% | -1,045.3% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling