+518.3%
BKR vs UL
+2,567.3%
-2,049.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -7.0% | -3.4% | -3.6% | -5.7% |
| 30D | -8.1% | +0.5% | -8.6% | -8.3% |
| 3M | -6.6% | +7.2% | -13.9% | -9.8% |
| 6M | +0.9% | -3.1% | +3.9% | +0.9% |
| YTD | +31.1% | -2.7% | +33.8% | +30.7% |
| 1Y | +27.7% | -10.2% | +37.9% | +31.0% |
| 3Y | +71.2% | +20.3% | +51.0% | +53.8% |
| 5Y | +177.6% | +19.9% | +157.7% | +143.7% |
| 10Y | +122.7% | +66.5% | +56.2% | +66.0% |
| All | +518.3% | +2,567.3% | -2,049.0% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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