+66.2%
T vs BKR
+174.4%
-108.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.7% | +8.3% | +2.2% |
| 7D | -2.4% | -6.7% | +4.2% | -1.8% |
| 30D | +4.3% | -8.3% | +12.6% | +5.1% |
| 3M | +11.6% | -5.4% | +17.0% | +12.0% |
| 6M | -5.6% | +0.8% | -6.4% | -6.0% |
| YTD | +6.6% | +31.8% | -25.3% | +3.0% |
| 1Y | -8.4% | +28.6% | -37.0% | -11.4% |
| 3Y | +107.8% | +71.2% | +36.6% | +91.1% |
| All | +66.2% | +174.4% | -108.2% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling