+136.1%
C vs BKR
+179.4%
-43.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.7% | +7.2% | +2.6% |
| 7D | +0.3% | -6.7% | +6.9% | +2.3% |
| 30D | +2.0% | -8.3% | +10.4% | +4.6% |
| 3M | +4.4% | -5.4% | +9.8% | +5.7% |
| 6M | +28.3% | +0.8% | +27.5% | +26.5% |
| YTD | +20.5% | +31.8% | -11.4% | +8.0% |
| 1Y | +45.5% | +28.6% | +17.0% | +30.9% |
| 3Y | +274.0% | +71.2% | +202.8% | +202.9% |
| 5Y | +136.1% | +179.2% | -43.1% | +52.8% |
| All | +136.1% | +179.4% | -43.2% | +52.8% |
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