+719.1%
B vs BP
+1,351.0%
-631.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +9.6% | -11.6% | +21.2% | +13.3% |
| 30D | +3.5% | 0.0% | +3.5% | +3.1% |
| 3M | -1.6% | +6.7% | -8.3% | -4.2% |
| 6M | -1.7% | +2.2% | -3.8% | -3.5% |
| YTD | -5.3% | +33.0% | -38.3% | -14.8% |
| 1Y | +27.2% | +30.7% | -3.5% | +15.0% |
| 3Y | +166.1% | +44.2% | +121.9% | +130.6% |
| 5Y | +136.5% | +105.1% | +31.4% | +79.6% |
| 10Y | +172.2% | +133.5% | +38.7% | +80.7% |
| All | +719.1% | +1,351.0% | -631.9% | +335.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling