+105.5%
B vs BP
+113.6%
-8.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.8% |
| 7D | -7.3% | +3.8% | -11.1% | -7.9% |
| 30D | -3.3% | -5.3% | +2.0% | -2.7% |
| 3M | -7.8% | +9.3% | -17.0% | -9.8% |
| 6M | -15.5% | +7.2% | -22.8% | -17.4% |
| YTD | -12.3% | +38.0% | -50.3% | -20.3% |
| 1Y | +5.4% | +33.2% | -27.8% | -3.5% |
| 3Y | +165.5% | +50.3% | +115.2% | +133.3% |
| All | +105.5% | +113.6% | -8.1% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling