+49.0%
BP vs ALL
+117.0%
-68.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.1% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | -5.6% | +12.8% | -18.4% | -6.5% |
| 3M | +8.0% | +4.7% | +3.4% | +7.4% |
| 6M | +5.7% | +24.9% | -19.3% | +3.7% |
| YTD | +36.8% | +30.0% | +6.8% | +33.6% |
| 1Y | +30.7% | +29.9% | +0.8% | +27.7% |
| All | +49.0% | +117.0% | -68.0% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 3y: compounded portfolio wealth divided by compounded ALL 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…
3y analysis · Full analysis span regression · 6 months rolling