-38.4%
U vs BKR
+359.5%
-398.0%
-93.1%
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% | +0.5% |
| 7D | 0.0% | -6.7% | +6.6% | +1.6% |
| 30D | -4.1% | -8.3% | +4.2% | -2.2% |
| 3M | +57.8% | -5.4% | +63.2% | +59.5% |
| 6M | +103.5% | +0.8% | +102.7% | +101.5% |
| YTD | -4.8% | +31.8% | -36.6% | -12.7% |
| 1Y | -2.4% | +28.6% | -31.0% | -10.1% |
| 3Y | +11.7% | +71.2% | -59.6% | -5.1% |
| 5Y | -68.9% | +179.2% | -248.1% | -75.4% |
| All | -38.4% | +359.5% | -398.0% | -46.7% |
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 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