-35.7%
U vs BKR
+356.9%
-392.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.1% | +4.6% |
| 7D | +5.5% | -7.0% | +12.5% | +7.3% |
| 30D | -1.3% | -8.1% | +6.8% | +0.6% |
| 3M | +64.6% | -6.6% | +71.2% | +66.8% |
| 6M | +119.4% | +0.9% | +118.5% | +117.1% |
| YTD | -0.5% | +31.1% | -31.6% | -8.7% |
| 1Y | +1.3% | +27.7% | -26.4% | -6.5% |
| 3Y | +15.6% | +71.2% | -55.6% | -1.7% |
| 5Y | -67.5% | +177.6% | -245.1% | -74.2% |
| All | -35.7% | +356.9% | -392.6% | -44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling