+128.6%
BP vs ALL
+118.4%
+10.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.8% |
| 7D | +3.9% | 0.0% | +3.9% | +3.9% |
| 30D | +7.6% | -1.5% | +9.1% | +7.9% |
| 3M | +0.7% | +23.6% | -22.9% | -4.2% |
| 6M | +15.5% | +22.3% | -6.8% | +10.0% |
| YTD | +30.8% | +26.5% | +4.3% | +23.3% |
| 1Y | +34.3% | +27.0% | +7.3% | +26.2% |
| 3Y | +35.1% | +149.6% | -114.5% | +0.6% |
| All | +128.6% | +118.4% | +10.2% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling