+566.3%
BKR vs SO
+5,992.2%
-5,425.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -1.5% | 0.0% | -1.6% | -1.6% |
| 30D | -0.7% | -2.5% | +1.8% | +0.3% |
| 3M | +0.5% | -4.2% | +4.7% | +2.0% |
| 6M | +6.6% | -7.7% | +14.3% | +9.6% |
| YTD | +41.3% | +3.8% | +37.5% | +38.2% |
| 1Y | +42.2% | +0.1% | +42.2% | +40.8% |
| 3Y | +83.4% | +44.2% | +39.2% | +52.9% |
| 5Y | +203.6% | +57.9% | +145.8% | +140.7% |
| 10Y | +139.9% | +162.0% | -22.0% | +51.3% |
| All | +566.3% | +5,992.2% | -5,425.9% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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