+9.7%
BKR vs USAR
-49.3%
+58.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.9% | +0.3% | -5.1% |
| 7D | -8.8% | -21.8% | +13.0% | -7.1% |
| 30D | -13.1% | -39.9% | +26.8% | -10.1% |
| 3M | -18.9% | -52.5% | +33.6% | -14.9% |
| 6M | -27.2% | -67.9% | +40.7% | -22.2% |
| YTD | +10.7% | -31.1% | +41.8% | +12.7% |
| 1Y | +9.7% | -49.8% | +59.5% | +12.5% |
| All | +9.7% | -49.3% | +58.9% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling