+173.2%
BKR vs ROST
+109.1%
+64.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.8% | -6.7% |
| 7D | -6.7% | -2.5% | -4.2% | -6.2% |
| 30D | -8.3% | -10.3% | +1.9% | -6.2% |
| 3M | -5.4% | -2.6% | -2.8% | -5.1% |
| 6M | +0.8% | +6.5% | -5.7% | -1.1% |
| YTD | +31.8% | +25.9% | +5.9% | +24.3% |
| 1Y | +28.6% | +52.3% | -23.8% | +15.8% |
| 3Y | +71.2% | +94.6% | -23.3% | +44.3% |
| All | +173.2% | +109.1% | +64.1% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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