+1,154.5%
C vs BKR
+575.7%
+578.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +3.2% | +0.4% | +2.8% | +3.0% |
| 30D | +1.3% | +3.9% | -2.6% | -0.2% |
| 3M | +3.1% | -1.1% | +4.2% | +3.0% |
| 6M | +29.6% | +7.6% | +22.0% | +24.7% |
| YTD | +19.0% | +41.9% | -22.9% | +3.1% |
| 1Y | +45.6% | +42.2% | +3.4% | +25.5% |
| 3Y | +269.3% | +84.3% | +185.0% | +184.9% |
| 5Y | +131.6% | +215.7% | -84.1% | +40.4% |
| 10Y | +286.5% | +130.9% | +155.6% | +142.8% |
| All | +1,154.5% | +575.7% | +578.8% | +403.4% |
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 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