+4,569.6%
COP vs BKR
+572.8%
+3,996.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -0.5% | -1.5% | +1.0% | +0.2% |
| 30D | +11.7% | -0.7% | +12.4% | +12.0% |
| 3M | +17.7% | +0.5% | +17.2% | +16.9% |
| 6M | +18.3% | +6.6% | +11.7% | +13.2% |
| YTD | +49.1% | +41.3% | +7.8% | +25.0% |
| 1Y | +53.3% | +42.2% | +11.1% | +27.9% |
| 3Y | +22.2% | +83.4% | -61.3% | -10.4% |
| 5Y | +193.3% | +203.6% | -10.3% | +69.5% |
| 10Y | +340.2% | +139.9% | +200.3% | +170.6% |
| All | +4,569.6% | +572.8% | +3,996.8% | +1,477.0% |
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