+18.4%
BX vs BKR
+172.8%
-154.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.0% | +2.7% |
| 7D | -5.6% | -7.0% | +1.4% | -3.1% |
| 30D | -12.2% | -8.1% | -4.1% | -9.5% |
| 3M | +7.4% | -6.6% | +14.0% | +9.7% |
| 6M | +22.2% | +0.9% | +21.3% | +19.9% |
| YTD | -14.0% | +31.1% | -45.1% | -24.6% |
| 1Y | -27.3% | +27.7% | -55.0% | -35.8% |
| 3Y | +24.5% | +71.2% | -46.7% | -3.4% |
| All | +18.4% | +172.8% | -154.4% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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