+120.2%
BKR vs RNG
+222.9%
-102.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -7.0% | -6.1% | -0.9% | -6.6% |
| 30D | -8.1% | +9.6% | -17.7% | -8.8% |
| 3M | -6.6% | +83.3% | -90.0% | -11.2% |
| 6M | +0.9% | +77.9% | -77.1% | -4.3% |
| YTD | +31.1% | +139.9% | -108.8% | +20.4% |
| 1Y | +27.7% | +121.7% | -94.0% | +17.9% |
| 3Y | +71.2% | +121.9% | -50.6% | +55.2% |
| 5Y | +177.6% | -68.4% | +246.0% | +174.5% |
| All | +120.2% | +222.9% | -102.7% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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