+13,245.4%
GOOG vs BKR
+223.2%
+13,022.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.7% | +7.3% | +2.3% |
| 7D | -2.5% | -6.7% | +4.2% | -0.9% |
| 30D | -3.6% | -8.3% | +4.7% | -1.6% |
| 3M | -6.4% | -5.4% | -1.0% | -5.5% |
| 6M | +7.8% | +0.8% | +7.0% | +6.6% |
| YTD | +5.5% | +31.8% | -26.4% | -2.9% |
| 1Y | +38.3% | +28.6% | +9.7% | +27.7% |
| 3Y | +143.1% | +71.2% | +71.9% | +104.8% |
| 5Y | +135.0% | +179.2% | -44.2% | +67.9% |
| 10Y | +778.1% | +124.0% | +654.1% | +496.7% |
| All | +13,245.4% | +223.2% | +13,022.2% | +7,364.7% |
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 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