+129.5%
BP vs ONON
-22.6%
+152.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.0% | -0.1% |
| 7D | +5.2% | -2.1% | +7.3% | +5.3% |
| 30D | +8.7% | -11.6% | +20.3% | +9.4% |
| 3M | +9.3% | -30.1% | +39.4% | +11.2% |
| 6M | +13.6% | -30.5% | +44.1% | +15.3% |
| YTD | +37.7% | -41.0% | +78.7% | +41.3% |
| 1Y | +40.6% | -36.7% | +77.3% | +43.2% |
| 3Y | +40.3% | -8.6% | +48.9% | +35.9% |
| All | +129.5% | -22.6% | +152.1% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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