+226.0%
XLE vs BKR
+179.4%
+46.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.1% | +2.9% |
| 7D | +0.5% | -6.7% | +7.1% | +4.0% |
| 30D | +6.6% | -8.3% | +14.9% | +11.3% |
| 3M | +12.3% | -5.4% | +17.7% | +14.9% |
| 6M | +18.4% | +0.8% | +17.6% | +15.6% |
| YTD | +47.2% | +31.8% | +15.4% | +22.9% |
| 1Y | +50.3% | +28.6% | +21.7% | +26.6% |
| 3Y | +55.3% | +71.2% | -15.9% | +7.5% |
| 5Y | +226.0% | +179.2% | +46.7% | +57.1% |
| All | +226.0% | +179.4% | +46.6% | +57.1% |
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