-0.7%
BKR vs RSG
+21.1%
-21.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.6% | -9.0% | -7.1% |
| 7D | -15.2% | +5.6% | -20.8% | -14.7% |
| 30D | -19.1% | +16.1% | -35.3% | -18.3% |
| 3M | -24.8% | +20.5% | -45.3% | -24.1% |
| 6M | -31.6% | +22.7% | -54.3% | -31.5% |
| YTD | +2.5% | +18.7% | -16.2% | +0.7% |
| 1Y | -0.7% | +21.9% | -22.6% | -2.7% |
| All | -0.7% | +21.1% | -21.8% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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