-28.3%
ON vs BKR
+69.4%
-97.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.7% | +5.5% | +2.4% |
| 7D | -4.7% | -6.7% | +1.9% | -1.3% |
| 30D | -13.5% | -8.3% | -5.1% | -9.5% |
| 3M | -36.3% | -5.4% | -30.9% | -34.7% |
| 6M | +17.8% | +0.8% | +16.9% | +16.9% |
| YTD | +29.6% | +31.8% | -2.3% | +11.3% |
| 1Y | +45.8% | +28.6% | +17.2% | +26.4% |
| All | -28.3% | +69.4% | -97.7% | -47.2% |
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 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