+49.9%
XLE vs BKR
+5.7%
+44.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.5% | +0.8% | -3.1% |
| 7D | -7.2% | -8.8% | +1.6% | -4.6% |
| 30D | +0.1% | -13.1% | +13.2% | +4.0% |
| 3M | +9.2% | -18.9% | +28.1% | +15.7% |
| 6M | +8.4% | -27.2% | +35.6% | +18.6% |
| YTD | +44.9% | +10.7% | +34.2% | +30.8% |
| 1Y | +49.9% | +9.7% | +40.2% | +34.6% |
| All | +49.9% | +5.7% | +44.2% | +34.6% |
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