+138.5%
BP vs COMP
-53.0%
+191.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | +0.1% |
| 7D | -6.3% | +7.2% | -13.5% | -6.5% |
| 30D | -3.6% | +6.4% | -10.0% | -3.8% |
| 3M | +5.2% | -19.4% | +24.7% | +5.7% |
| 6M | +5.3% | +14.6% | -9.2% | +4.4% |
| YTD | +33.1% | -5.5% | +38.6% | +32.5% |
| 1Y | +26.3% | +13.7% | +12.6% | +24.5% |
| 3Y | +47.5% | +409.7% | -362.2% | +31.1% |
| 5Y | +106.2% | -17.0% | +123.2% | +94.2% |
| All | +138.5% | -53.0% | +191.5% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling