+743.4%
BKR vs ROP
+24,458.1%
-23,714.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | -1.5% | -6.1% | +4.6% | +0.4% |
| 30D | -0.7% | -3.4% | +2.7% | +0.3% |
| 3M | +0.5% | +16.7% | -16.2% | -5.2% |
| 6M | +6.6% | +8.1% | -1.4% | +2.6% |
| YTD | +41.3% | -11.7% | +52.9% | +44.4% |
| 1Y | +42.2% | -24.2% | +66.4% | +52.5% |
| 3Y | +83.4% | -19.0% | +102.4% | +92.1% |
| 5Y | +203.6% | -15.9% | +219.5% | +210.6% |
| 10Y | +139.9% | +135.7% | +4.2% | +80.2% |
| All | +743.4% | +24,458.1% | -23,714.7% | +286.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling