+193.4%
B vs BP
+126.3%
+67.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.9% |
| 7D | +2.3% | +0.9% | +1.4% | +2.1% |
| 30D | +1.4% | +9.1% | -7.8% | -0.4% |
| 3M | +12.2% | +3.9% | +8.3% | +11.0% |
| 6M | -2.1% | +13.6% | -15.8% | -5.4% |
| YTD | +2.9% | +34.0% | -31.1% | -3.8% |
| 1Y | +55.3% | +39.2% | +16.1% | +43.8% |
| 3Y | +198.7% | +36.4% | +162.3% | +175.3% |
| 5Y | +153.8% | +135.8% | +18.0% | +109.5% |
| 10Y | +193.4% | +125.0% | +68.4% | +112.4% |
| All | +193.4% | +126.3% | +67.2% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BP 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling