-52.3%
TEAM vs BKR
+174.4%
-226.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.7% | +7.7% | +2.3% |
| 7D | -7.8% | -6.7% | -1.1% | -6.6% |
| 30D | +16.5% | -8.3% | +24.9% | +18.3% |
| 3M | +96.2% | -5.4% | +101.6% | +97.5% |
| 6M | +130.2% | +0.8% | +129.4% | +126.6% |
| YTD | +10.7% | +31.8% | -21.1% | +1.1% |
| 1Y | +3.0% | +28.6% | -25.6% | -5.5% |
| 3Y | -13.1% | +71.2% | -84.3% | -25.5% |
| All | -52.3% | +174.4% | -226.7% | -60.9% |
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