+36.4%
BP vs OMC
+12.9%
+23.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.5% |
| 7D | +0.9% | -5.8% | +6.7% | +1.2% |
| 30D | +9.1% | -4.8% | +14.0% | +9.4% |
| 3M | +3.9% | +9.2% | -5.3% | +2.8% |
| 6M | +13.6% | -2.5% | +16.1% | +13.5% |
| YTD | +34.0% | +2.6% | +31.5% | +33.1% |
| 1Y | +39.2% | +5.9% | +33.2% | +37.5% |
| 3Y | +36.4% | +14.2% | +22.2% | +24.7% |
| All | +36.4% | +12.9% | +23.5% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling