+71.2%
BKR vs ROL
-0.9%
+72.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -7.0% | -3.2% | -3.8% | -6.6% |
| 30D | -8.1% | -4.9% | -3.2% | -7.6% |
| 3M | -6.6% | -25.8% | +19.2% | -3.0% |
| 6M | +0.9% | -37.6% | +38.4% | +7.2% |
| YTD | +31.1% | -41.5% | +72.6% | +40.2% |
| 1Y | +27.7% | -39.5% | +67.2% | +35.9% |
| 3Y | +71.2% | +0.1% | +71.1% | +69.0% |
| All | +71.2% | -0.9% | +72.1% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling