+9.7%
BKR vs ROP
+10.1%
-0.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.9% | -9.5% | -4.7% |
| 7D | -8.8% | +11.7% | -20.5% | -6.6% |
| 30D | -13.1% | +35.5% | -48.5% | -8.0% |
| 3M | -18.9% | +25.3% | -44.2% | -15.3% |
| 6M | -27.2% | +38.9% | -66.1% | -22.3% |
| YTD | +10.7% | +11.4% | -0.7% | +12.1% |
| 1Y | +9.7% | +10.3% | -0.7% | +11.0% |
| All | +9.7% | +10.1% | -0.5% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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