+36.6%
BP vs IT
-17.9%
+54.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.6% | -4.1% |
| 7D | -8.4% | -5.5% | -2.9% | -8.5% |
| 30D | +2.2% | +10.3% | -8.1% | +2.5% |
| 3M | +8.8% | +11.5% | -2.7% | +9.2% |
| 6M | -0.5% | +40.3% | -40.8% | +0.4% |
| YTD | +36.2% | -17.9% | +54.1% | +33.6% |
| 1Y | +36.6% | -8.8% | +45.4% | +31.6% |
| All | +36.6% | -17.9% | +54.5% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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