+7.0%
NET vs BKR
+1.2%
+5.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -7.4% | -0.9% | -6.9% |
| 7D | -21.2% | -15.2% | -6.0% | -18.9% |
| 30D | -31.1% | -19.1% | -12.0% | -28.7% |
| 3M | -16.5% | -24.8% | +8.3% | -13.3% |
| 6M | 0.0% | -31.6% | +31.6% | +3.7% |
| YTD | +24.0% | +2.5% | +21.5% | +22.4% |
| 1Y | +7.0% | -0.7% | +7.7% | +3.9% |
| All | +7.0% | +1.2% | +5.8% | +3.9% |
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 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