+578.6%
BKR vs STRL
+19,706.0%
-19,127.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -1.5% | +8.2% | -9.7% | -2.1% |
| 30D | -0.7% | -6.3% | +5.6% | -0.3% |
| 3M | +0.5% | -41.2% | +41.7% | +3.6% |
| 6M | +6.6% | +20.4% | -13.7% | +3.5% |
| YTD | +41.3% | +61.7% | -20.4% | +34.3% |
| 1Y | +42.2% | +72.7% | -30.5% | +34.0% |
| 3Y | +83.4% | +530.9% | -447.5% | +56.7% |
| 5Y | +203.6% | +2,125.4% | -1,921.8% | +138.3% |
| 10Y | +139.9% | +7,301.3% | -7,161.4% | +74.6% |
| All | +578.6% | +19,706.0% | -19,127.4% | +399.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling