+120.2%
BKR vs RIG
-41.2%
+161.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.1% |
| 7D | -7.0% | -3.1% | -3.9% | -6.2% |
| 30D | -8.1% | -0.5% | -7.6% | -8.1% |
| 3M | -6.6% | -6.0% | -0.7% | -5.3% |
| 6M | +0.9% | -10.1% | +11.0% | +2.9% |
| YTD | +31.1% | +37.3% | -6.2% | +17.2% |
| 1Y | +27.7% | +73.9% | -46.2% | +5.4% |
| 3Y | +71.2% | -30.2% | +101.4% | +74.5% |
| 5Y | +177.6% | +62.5% | +115.2% | +104.2% |
| All | +120.2% | -41.2% | +161.3% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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