+508.9%
XLP vs BKR
+820.3%
-311.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.0% | +1.7% | -2.8% | -1.2% |
| 30D | -0.9% | +3.3% | -4.2% | -1.3% |
| 3M | +3.8% | -3.6% | +7.4% | +4.1% |
| 6M | -1.7% | +5.0% | -6.8% | -2.7% |
| YTD | +10.3% | +40.9% | -30.7% | +5.4% |
| 1Y | +7.8% | +39.2% | -31.4% | +3.0% |
| 3Y | +27.2% | +83.7% | -56.5% | +16.2% |
| 5Y | +32.5% | +207.5% | -175.0% | +11.6% |
| 10Y | +101.8% | +136.3% | -34.5% | +65.6% |
| All | +508.9% | +820.3% | -311.3% | +302.3% |
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