+1,383.2%
BP vs OMC
+6,536.5%
-5,153.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.8% | +1.6% | -2.3% | -1.2% |
| 30D | -3.1% | +15.3% | -18.5% | -7.6% |
| 3M | +6.2% | +4.5% | +1.7% | +4.2% |
| 6M | +4.8% | +20.8% | -16.0% | -2.6% |
| YTD | +35.2% | +13.5% | +21.6% | +26.4% |
| 1Y | +27.4% | +25.2% | +2.2% | +15.1% |
| 3Y | +49.8% | +30.5% | +19.3% | +30.2% |
| 5Y | +109.4% | +52.7% | +56.7% | +69.3% |
| 10Y | +135.7% | +55.2% | +80.5% | +86.3% |
| All | +1,383.2% | +6,536.5% | -5,153.3% | +625.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling