+143.3%
DELL vs BKR
+5.7%
+137.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -5.5% | -3.3% | -6.5% |
| 7D | -24.6% | -8.8% | -15.8% | -21.5% |
| 30D | -32.5% | -13.1% | -19.4% | -28.5% |
| 3M | -20.2% | -18.9% | -1.3% | -13.6% |
| 6M | +76.5% | -27.2% | +103.7% | +95.3% |
| YTD | +198.9% | +10.7% | +188.2% | +206.8% |
| 1Y | +143.3% | +9.7% | +133.7% | +145.6% |
| All | +143.3% | +5.7% | +137.6% | +145.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling