+1,037.2%
XLE vs BKR
+826.3%
+210.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | +12.6% | +3.9% | +8.8% | +10.4% |
| 3M | +11.8% | -1.1% | +12.9% | +11.9% |
| 6M | +16.1% | +7.6% | +8.5% | +9.8% |
| YTD | +46.9% | +41.9% | +5.0% | +19.3% |
| 1Y | +53.3% | +42.2% | +11.0% | +23.7% |
| 3Y | +54.9% | +84.3% | -29.3% | +6.2% |
| 5Y | +225.7% | +215.7% | +10.0% | +63.1% |
| 10Y | +170.7% | +130.9% | +39.8% | +45.7% |
| All | +1,037.2% | +826.3% | +210.9% | +210.4% |
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