+83.6%
BKR vs USAR
+58.5%
+25.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.0% | -0.7% | -6.6% |
| 7D | -6.7% | -9.3% | +2.7% | -6.5% |
| 30D | -8.3% | -15.2% | +6.8% | -8.2% |
| 3M | -5.4% | -21.1% | +15.7% | -5.3% |
| 6M | +0.8% | -21.6% | +22.4% | +0.9% |
| YTD | +31.8% | +34.8% | -2.9% | +32.4% |
| 1Y | +28.6% | +15.6% | +12.9% | +29.5% |
| 3Y | +71.2% | +57.7% | +13.5% | +82.4% |
| All | +83.6% | +58.5% | +25.1% | +96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling