+97.6%
BKR vs USAR
+74.5%
+23.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | +0.4% | +2.3% | -1.9% | +0.4% |
| 30D | +3.9% | -8.6% | +12.5% | +3.9% |
| 3M | -1.1% | -20.5% | +19.4% | -1.0% |
| 6M | +7.6% | +1.2% | +6.4% | +7.6% |
| YTD | +41.9% | +48.4% | -6.5% | +42.3% |
| 1Y | +42.2% | +30.6% | +11.6% | +43.1% |
| 3Y | +84.3% | +73.6% | +10.6% | +96.0% |
| All | +97.6% | +74.5% | +23.1% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling