+136.5%
BKR vs COPX
+179.8%
-43.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -7.0% | +0.3% | -2.8% |
| 7D | -6.7% | -2.9% | -3.8% | -5.2% |
| 30D | -8.3% | 0.0% | -8.4% | -8.8% |
| 3M | -5.4% | +14.8% | -20.2% | -13.9% |
| 6M | +0.8% | +7.0% | -6.2% | -6.9% |
| YTD | +31.8% | +23.8% | +8.0% | +10.0% |
| 1Y | +28.6% | +75.7% | -47.1% | -13.6% |
| 3Y | +71.2% | +156.4% | -85.2% | -13.4% |
| 5Y | +179.2% | +167.6% | +11.7% | +32.1% |
| 10Y | +124.0% | +569.1% | -445.2% | -44.3% |
| All | +136.5% | +179.8% | -43.3% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling