+322.4%
NET vs BKR
+49.4%
+273.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.5% | +3.0% | -0.9% |
| 7D | -16.4% | -8.8% | -7.6% | -14.0% |
| 30D | -25.8% | -13.1% | -12.8% | -22.7% |
| 3M | -11.5% | -18.9% | +7.4% | -6.2% |
| 6M | +18.9% | -27.2% | +46.1% | +29.9% |
| YTD | +35.2% | +10.7% | +24.5% | +25.7% |
| 1Y | +14.5% | +9.7% | +4.8% | +6.7% |
| All | +322.4% | +49.4% | +273.0% | +264.4% |
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