+6.8%
XLP vs BKR
+33.0%
-26.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.7% | +6.7% | +0.2% |
| 7D | -2.5% | -6.7% | +4.1% | -2.4% |
| 30D | -1.9% | -8.3% | +6.5% | -1.8% |
| 3M | -2.1% | -5.4% | +3.3% | -1.9% |
| 6M | -1.8% | +0.8% | -2.7% | -2.1% |
| YTD | +8.3% | +31.8% | -23.5% | +8.1% |
| 1Y | +6.8% | +28.6% | -21.8% | +6.9% |
| All | +6.8% | +33.0% | -26.1% | +6.9% |
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