+130.3%
BKR vs RNG
+302.4%
-172.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -6.6% |
| 7D | -6.7% | -9.6% | +2.9% | -5.8% |
| 30D | -8.3% | +8.8% | -17.2% | -9.1% |
| 3M | -5.4% | +78.6% | -84.0% | -10.6% |
| 6M | +0.8% | +70.3% | -69.5% | -4.9% |
| YTD | +31.8% | +140.3% | -108.5% | +19.3% |
| 1Y | +28.6% | +126.6% | -98.0% | +16.8% |
| 3Y | +71.2% | +120.2% | -49.0% | +52.8% |
| 5Y | +179.2% | -68.3% | +247.5% | +182.8% |
| 10Y | +124.0% | +220.6% | -96.7% | +50.2% |
| All | +130.3% | +302.4% | -172.1% | +48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling