+566.3%
BKR vs RVTY
+2,293.6%
-1,727.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.2% |
| 7D | -1.5% | -5.4% | +3.9% | -0.1% |
| 30D | -0.7% | +6.7% | -7.4% | -2.5% |
| 3M | +0.5% | +19.0% | -18.5% | -4.6% |
| 6M | +6.6% | +34.6% | -28.0% | -2.6% |
| YTD | +41.3% | +28.3% | +13.0% | +30.2% |
| 1Y | +42.2% | +46.0% | -3.8% | +26.2% |
| 3Y | +83.4% | +16.9% | +66.6% | +68.6% |
| 5Y | +203.6% | -32.9% | +236.5% | +214.7% |
| 10Y | +139.9% | +141.6% | -1.7% | +73.9% |
| All | +566.3% | +2,293.6% | -1,727.3% | +169.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling