+120.2%
BKR vs COPX
+583.8%
-463.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -7.0% | -2.3% | -4.6% | -5.8% |
| 30D | -8.1% | +0.3% | -8.4% | -8.6% |
| 3M | -6.6% | +6.8% | -13.4% | -11.1% |
| 6M | +0.9% | +7.9% | -7.1% | -6.9% |
| YTD | +31.1% | +23.7% | +7.4% | +9.9% |
| 1Y | +27.7% | +71.5% | -43.8% | -12.4% |
| 3Y | +71.2% | +149.1% | -77.9% | -11.8% |
| 5Y | +177.6% | +167.3% | +10.3% | +30.2% |
| All | +120.2% | +583.8% | -463.6% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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