+48.3%
XLE vs BKR
+42.5%
+5.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | +2.2% | +1.7% | +0.5% | +1.6% |
| 30D | +11.8% | +3.3% | +8.4% | +10.6% |
| 3M | +9.8% | -3.6% | +13.4% | +11.0% |
| 6M | +15.6% | +5.0% | +10.5% | +13.1% |
| YTD | +45.3% | +40.9% | +4.3% | +24.9% |
| 1Y | +48.3% | +39.2% | +9.1% | +27.6% |
| All | +48.3% | +42.5% | +5.8% | +27.6% |
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