+115.8%
BP vs INDA
+115.1%
+0.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.9% | +0.7% | +3.2% | +3.6% |
| 30D | +7.6% | -0.8% | +8.4% | +8.0% |
| 3M | +0.7% | +3.9% | -3.2% | -1.6% |
| 6M | +15.5% | -0.7% | +16.2% | +14.6% |
| YTD | +30.8% | -7.7% | +38.5% | +34.7% |
| 1Y | +34.3% | -5.1% | +39.4% | +36.2% |
| 3Y | +35.1% | +13.6% | +21.4% | +22.7% |
| 5Y | +126.8% | +7.8% | +119.0% | +111.5% |
| 10Y | +123.4% | +84.6% | +38.7% | +52.6% |
| All | +115.8% | +115.1% | +0.6% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling