+55.3%
ON vs BKR
+28.9%
+26.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.6% | +9.1% | +8.8% |
| 7D | +2.4% | -7.0% | +9.4% | +6.3% |
| 30D | -8.6% | -8.1% | -0.5% | -4.4% |
| 3M | -34.3% | -6.6% | -27.7% | -32.1% |
| 6M | +28.5% | +0.9% | +27.7% | +28.8% |
| YTD | +40.6% | +31.1% | +9.5% | +22.3% |
| 1Y | +55.3% | +27.7% | +27.6% | +36.3% |
| All | +55.3% | +28.9% | +26.5% | +36.3% |
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