+33.2%
BP vs INDA
-5.5%
+38.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.8% |
| 7D | +3.8% | +1.1% | +2.7% | +4.5% |
| 30D | -5.3% | +9.4% | -14.7% | +0.5% |
| 3M | +9.3% | +2.9% | +6.3% | +11.6% |
| 6M | +7.2% | +7.2% | 0.0% | +12.6% |
| YTD | +38.0% | -4.8% | +42.9% | +42.7% |
| 1Y | +33.2% | -5.1% | +38.3% | +37.0% |
| All | +33.2% | -5.5% | +38.7% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 1y: compounded portfolio wealth divided by compounded INDA 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…
1y analysis · Full analysis span regression · 6 months rolling