+47.6%
ON vs BKR
+5.7%
+41.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.5% | +3.7% | +1.2% |
| 7D | -5.8% | -8.8% | +3.0% | -1.0% |
| 30D | -17.1% | -13.1% | -4.0% | -10.5% |
| 3M | -11.8% | -18.9% | +7.1% | -1.4% |
| 6M | -30.2% | -27.2% | -3.0% | -17.4% |
| YTD | +31.6% | +10.7% | +20.9% | +30.8% |
| 1Y | +47.6% | +9.7% | +37.9% | +43.1% |
| All | +47.6% | +5.7% | +41.9% | +43.1% |
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 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