+521.9%
BKR vs ROST
+68,731.7%
-68,209.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.6% |
| 3M | -5.4% | -2.6% | -2.8% | -5.1% |
| 6M | +0.8% | +6.5% | -5.7% | -0.7% |
| YTD | +31.8% | +25.9% | +5.9% | +25.8% |
| 1Y | +28.6% | +52.3% | -23.8% | +18.3% |
| 3Y | +71.2% | +94.6% | -23.3% | +49.6% |
| 5Y | +179.2% | +111.1% | +68.1% | +136.2% |
| 10Y | +124.0% | +308.9% | -184.9% | +71.4% |
| All | +521.9% | +68,731.7% | -68,209.8% | +232.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling