+45.8%
F vs BKR
+51.5%
-5.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.7% | -2.6% |
| 7D | -3.9% | +6.3% | -10.1% | -5.2% |
| 30D | -0.5% | -13.0% | +12.6% | +2.2% |
| 3M | -12.9% | -23.6% | +10.7% | -7.8% |
| 6M | +1.5% | -24.5% | +26.0% | +7.4% |
| YTD | -5.0% | +9.0% | -14.0% | -10.7% |
| 1Y | -7.3% | +4.4% | -11.8% | -11.8% |
| All | +45.8% | +51.5% | -5.6% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling