+47.2%
BP vs OMC
+31.0%
+16.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.8% | +1.6% | -2.3% | -0.8% |
| 30D | -3.1% | +15.3% | -18.5% | -3.8% |
| 3M | +6.2% | +4.5% | +1.7% | +5.8% |
| 6M | +4.8% | +20.8% | -16.0% | +3.1% |
| YTD | +35.2% | +13.5% | +21.6% | +33.5% |
| 1Y | +27.4% | +25.2% | +2.2% | +24.0% |
| All | +47.2% | +31.0% | +16.2% | +32.4% |
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