+119.2%
ORLY vs BKR
+172.8%
-53.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.4% |
| 7D | -2.4% | -7.0% | +4.6% | -1.8% |
| 30D | -6.8% | -8.1% | +1.4% | -6.1% |
| 3M | -4.8% | -6.6% | +1.9% | -4.3% |
| 6M | -9.1% | +0.9% | -9.9% | -9.4% |
| YTD | -5.9% | +31.1% | -37.0% | -8.4% |
| 1Y | -20.4% | +27.7% | -48.1% | -22.4% |
| 3Y | +36.6% | +71.2% | -34.6% | +28.4% |
| All | +119.2% | +172.8% | -53.7% | +95.6% |
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 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