+440.2%
BKR vs RIG
-41.0%
+481.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.7% | -7.1% |
| 7D | -6.7% | -4.2% | -2.5% | -5.0% |
| 30D | -8.3% | -0.7% | -7.7% | -8.3% |
| 3M | -5.4% | -4.0% | -1.4% | -4.4% |
| 6M | +0.8% | -6.3% | +7.1% | +1.6% |
| YTD | +31.8% | +39.7% | -7.9% | +10.4% |
| 1Y | +28.6% | +78.1% | -49.5% | -4.9% |
| 3Y | +71.2% | -29.5% | +100.7% | +72.4% |
| 5Y | +179.2% | +65.3% | +113.9% | +63.3% |
| 10Y | +124.0% | -41.3% | +165.3% | +0.1% |
| All | +440.2% | -41.0% | +481.2% | +125.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling