+247.6%
DIA vs BKR
+125.3%
+122.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.1% |
| 7D | -1.6% | -7.0% | +5.4% | +0.1% |
| 30D | -2.0% | -8.1% | +6.1% | -0.1% |
| 3M | +3.6% | -6.6% | +10.2% | +5.0% |
| 6M | +11.5% | +0.9% | +10.7% | +10.3% |
| YTD | +10.4% | +31.1% | -20.7% | +1.9% |
| 1Y | +15.6% | +27.7% | -12.1% | +7.0% |
| 3Y | +58.9% | +71.2% | -12.4% | +34.0% |
| 5Y | +65.3% | +177.6% | -112.3% | +17.9% |
| All | +247.6% | +125.3% | +122.3% | +110.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling