+907.8%
BX vs BKR
+37.1%
+870.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.0% | +2.7% |
| 7D | -5.6% | -7.0% | +1.4% | -2.4% |
| 30D | -12.2% | -8.1% | -4.1% | -8.8% |
| 3M | +7.4% | -6.6% | +14.0% | +10.2% |
| 6M | +22.2% | +0.9% | +21.3% | +19.4% |
| YTD | -14.0% | +31.1% | -45.1% | -26.3% |
| 1Y | -27.3% | +27.7% | -55.0% | -37.2% |
| 3Y | +24.5% | +71.2% | -46.7% | -8.5% |
| 5Y | +18.9% | +177.6% | -158.8% | -34.6% |
| 10Y | +665.4% | +122.7% | +542.7% | +288.2% |
| All | +907.8% | +37.1% | +870.7% | +311.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling