+32.6%
NET vs BKR
+115.9%
-83.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.5% | +3.0% | -0.7% |
| 7D | -16.4% | -8.8% | -7.6% | -13.7% |
| 30D | -25.8% | -13.1% | -12.8% | -22.3% |
| 3M | -11.5% | -18.9% | +7.4% | -5.5% |
| 6M | +18.9% | -27.2% | +46.1% | +31.4% |
| YTD | +35.2% | +10.7% | +24.5% | +26.3% |
| 1Y | +14.5% | +9.7% | +4.8% | +7.1% |
| 3Y | +313.8% | +50.1% | +263.7% | +238.7% |
| 5Y | +32.6% | +122.7% | -90.1% | -2.2% |
| All | +32.6% | +115.9% | -83.4% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling