+18.9%
NET vs BKR
-27.4%
+46.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.5% | +3.0% | -1.1% |
| 7D | -16.4% | -8.8% | -7.6% | -14.3% |
| 30D | -25.8% | -13.1% | -12.8% | -23.3% |
| 3M | -11.5% | -18.9% | +7.4% | -7.9% |
| 6M | +18.9% | -27.2% | +46.1% | +23.1% |
| All | +18.9% | -27.4% | +46.3% | +23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling