+173.2%
BKR vs ROL
-5.6%
+178.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.7% | -6.7% |
| 7D | -6.7% | -3.2% | -3.4% | -6.2% |
| 30D | -8.3% | -6.6% | -1.7% | -7.3% |
| 3M | -5.4% | -27.3% | +21.9% | -0.3% |
| 6M | +0.8% | -38.1% | +38.9% | +9.3% |
| YTD | +31.8% | -41.8% | +73.6% | +44.2% |
| 1Y | +28.6% | -37.8% | +66.4% | +38.7% |
| 3Y | +71.2% | -0.3% | +71.6% | +67.0% |
| All | +173.2% | -5.6% | +178.7% | +164.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling