+44.7%
BP vs COMP
+309.8%
-265.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.2% | +6.2% | -2.3% |
| 7D | -11.2% | -1.8% | -9.4% | -11.2% |
| 30D | -0.7% | -0.8% | +0.1% | -0.6% |
| 3M | +9.8% | -28.1% | +37.9% | +8.9% |
| 6M | -1.6% | +27.0% | -28.6% | -1.4% |
| YTD | +33.5% | -12.8% | +46.3% | +34.4% |
| 1Y | +31.7% | +4.9% | +26.8% | +31.8% |
| All | +44.7% | +309.8% | -265.0% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling