+72.2%
BKR vs STRL
+513.3%
-441.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.6% | -6.4% |
| 7D | -6.7% | +5.4% | -12.1% | -7.3% |
| 30D | -8.3% | -9.0% | +0.6% | -7.4% |
| 3M | -5.4% | -37.1% | +31.7% | -0.5% |
| 6M | +0.8% | +17.8% | -17.0% | -6.5% |
| YTD | +31.8% | +58.3% | -26.5% | +15.5% |
| 1Y | +28.6% | +61.0% | -32.4% | +10.3% |
| All | +72.2% | +513.3% | -441.1% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 3y: compounded portfolio wealth divided by compounded STRL 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…
3y analysis · Full analysis span regression · 6 months rolling