+137.1%
BP vs OMC
+54.5%
+82.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.8% | +1.6% | -2.3% | -1.3% |
| 30D | -3.1% | +15.3% | -18.5% | -8.4% |
| 3M | +6.2% | +4.5% | +1.7% | +3.8% |
| 6M | +4.8% | +20.8% | -16.0% | -4.2% |
| YTD | +35.2% | +13.5% | +21.6% | +24.5% |
| 1Y | +27.4% | +25.2% | +2.2% | +11.9% |
| 3Y | +49.8% | +30.5% | +19.3% | +22.7% |
| 5Y | +109.4% | +52.7% | +56.7% | +49.2% |
| All | +137.1% | +54.5% | +82.6% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling