+136.0%
GOOG vs BKR
+172.8%
-36.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | 0.0% | -7.0% | +7.0% | +1.3% |
| 30D | -2.0% | -8.1% | +6.2% | -0.6% |
| 3M | -5.9% | -6.6% | +0.8% | -4.9% |
| 6M | +8.9% | +0.9% | +8.0% | +8.0% |
| YTD | +7.1% | +31.1% | -24.0% | +0.7% |
| 1Y | +39.7% | +27.7% | +12.0% | +31.7% |
| 3Y | +145.8% | +71.2% | +74.6% | +117.5% |
| All | +136.0% | +172.8% | -36.8% | +91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling