+1,831.4%
T vs BKR
+572.8%
+1,258.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | -3.1% | -1.5% | -1.6% | -2.9% |
| 30D | +4.6% | -0.7% | +5.2% | +4.7% |
| 3M | +12.2% | +0.5% | +11.7% | +12.0% |
| 6M | -6.5% | +6.6% | -13.1% | -7.7% |
| YTD | +4.9% | +41.3% | -36.4% | -1.0% |
| 1Y | -10.5% | +42.2% | -52.7% | -15.9% |
| 3Y | +104.6% | +83.4% | +21.1% | +82.1% |
| 5Y | +64.2% | +203.6% | -139.4% | +32.4% |
| 10Y | +68.4% | +139.9% | -71.5% | +32.4% |
| All | +1,831.4% | +572.8% | +1,258.6% | +1,019.8% |
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