+9.7%
BKR vs ROL
-34.1%
+43.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.8% | -8.3% | -5.5% |
| 7D | -8.8% | +14.6% | -23.3% | -8.8% |
| 30D | -13.1% | +29.3% | -42.4% | -14.1% |
| 3M | -18.9% | +2.0% | -20.9% | -17.8% |
| 6M | -27.2% | -28.5% | +1.3% | -21.1% |
| YTD | +10.7% | -35.3% | +46.0% | +20.6% |
| 1Y | +9.7% | -34.7% | +44.3% | +19.5% |
| All | +9.7% | -34.1% | +43.8% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling