+3.7%
F vs BKR
+5.7%
-2.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.5% | +8.5% | +3.3% |
| 7D | +6.0% | -8.8% | +14.8% | +6.7% |
| 30D | +4.3% | -13.1% | +17.4% | +5.4% |
| 3M | -10.1% | -18.9% | +8.9% | -8.5% |
| 6M | +12.8% | -27.2% | +40.0% | +16.2% |
| YTD | -0.1% | +10.7% | -10.8% | -7.4% |
| 1Y | +3.7% | +9.7% | -6.0% | -5.5% |
| All | +3.7% | +5.7% | -2.0% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling