+1,228.3%
BP vs ALL
+3,667.9%
-2,439.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.9% |
| 7D | +3.9% | 0.0% | +3.9% | +3.9% |
| 30D | +7.6% | -1.5% | +9.1% | +8.0% |
| 3M | +0.7% | +23.6% | -22.9% | -6.3% |
| 6M | +15.5% | +22.3% | -6.8% | +7.6% |
| YTD | +30.8% | +26.5% | +4.3% | +20.1% |
| 1Y | +34.3% | +27.0% | +7.3% | +22.9% |
| 3Y | +35.1% | +149.6% | -114.5% | -2.6% |
| 5Y | +126.8% | +118.1% | +8.7% | +68.2% |
| 10Y | +123.4% | +369.0% | -245.6% | +32.5% |
| All | +1,228.3% | +3,667.9% | -2,439.6% | +393.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling