+1,547.1%
QQQ vs BKR
+539.0%
+1,008.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.7% | +5.6% | +0.4% |
| 7D | -1.3% | -6.7% | +5.4% | +0.2% |
| 30D | -1.4% | -8.3% | +7.0% | +0.4% |
| 3M | +2.3% | -5.4% | +7.7% | +3.2% |
| 6M | +16.9% | +0.8% | +16.1% | +16.0% |
| YTD | +15.6% | +31.8% | -16.2% | +8.0% |
| 1Y | +22.6% | +28.6% | -5.9% | +14.9% |
| 3Y | +93.5% | +71.2% | +22.3% | +68.1% |
| 5Y | +93.9% | +179.2% | -85.3% | +47.4% |
| 10Y | +564.6% | +124.0% | +440.6% | +384.7% |
| All | +1,547.1% | +539.0% | +1,008.1% | +872.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling