+121.4%
BKR vs RVTY
+139.0%
-17.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.3% | -4.3% | -6.0% |
| 7D | -6.7% | -7.4% | +0.8% | -4.6% |
| 30D | -8.3% | +4.5% | -12.8% | -9.6% |
| 3M | -5.4% | +19.5% | -24.9% | -10.9% |
| 6M | +0.8% | +34.1% | -33.3% | -9.1% |
| YTD | +31.8% | +25.3% | +6.6% | +20.9% |
| 1Y | +28.6% | +47.0% | -18.4% | +11.4% |
| 3Y | +71.2% | +14.1% | +57.1% | +56.1% |
| 5Y | +179.2% | -34.6% | +213.8% | +198.7% |
| All | +121.4% | +139.0% | -17.6% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling