+489.0%
F vs BKR
+419.0%
+70.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.7% | -2.6% |
| 7D | -3.9% | +6.3% | -10.1% | -5.5% |
| 30D | -0.5% | -13.0% | +12.6% | +2.8% |
| 3M | -12.9% | -23.6% | +10.7% | -6.9% |
| 6M | +1.5% | -24.5% | +26.0% | +8.3% |
| YTD | -5.0% | +9.0% | -14.0% | -9.0% |
| 1Y | -7.3% | +4.4% | -11.8% | -10.3% |
| 3Y | +45.3% | +51.4% | -6.2% | +24.6% |
| 5Y | -15.8% | +124.4% | -140.2% | -36.5% |
| 10Y | +64.2% | +54.6% | +9.6% | +26.2% |
| All | +489.0% | +419.0% | +70.0% | +198.9% |
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 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