+134.3%
BP vs COMP
-47.7%
+182.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | +3.9% | +1.4% | +2.6% | +3.9% |
| 30D | +7.6% | -13.3% | +20.9% | +8.0% |
| 3M | +0.7% | +41.1% | -40.4% | -0.7% |
| 6M | +15.5% | +17.2% | -1.7% | +14.4% |
| YTD | +30.8% | +5.2% | +25.6% | +30.0% |
| 1Y | +34.3% | +18.9% | +15.4% | +32.3% |
| 3Y | +35.1% | +215.9% | -180.9% | +23.8% |
| 5Y | +126.8% | -31.2% | +158.0% | +117.2% |
| All | +134.3% | -47.7% | +182.0% | +132.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling