+134.0%
BP vs OMC
+35.0%
+99.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.3% |
| 7D | +5.7% | -6.2% | +12.0% | +8.2% |
| 30D | +8.1% | -7.6% | +15.6% | +11.0% |
| 3M | +8.6% | +7.4% | +1.2% | +4.2% |
| 6M | +18.1% | +0.1% | +18.0% | +16.1% |
| YTD | +37.6% | +0.4% | +37.2% | +33.1% |
| 1Y | +39.4% | +7.8% | +31.6% | +29.7% |
| 3Y | +40.1% | +11.8% | +28.2% | +22.3% |
| 5Y | +141.3% | +32.5% | +108.9% | +82.7% |
| All | +134.0% | +35.0% | +99.1% | +64.3% |
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