+146.7%
BP vs P
+449.6%
-302.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -16.4% | +14.4% | +0.3% |
| 7D | -11.2% | -31.9% | +20.7% | -6.6% |
| 30D | -0.7% | -36.5% | +35.8% | +5.1% |
| 3M | +9.8% | +11.6% | -1.8% | +6.4% |
| 6M | -1.6% | +25.2% | -26.8% | -7.4% |
| YTD | +33.5% | +39.4% | -6.0% | +22.7% |
| 1Y | +31.7% | -3.7% | +35.4% | +26.7% |
| 3Y | +45.1% | +167.3% | -122.1% | +10.3% |
| 5Y | +105.9% | +237.3% | -131.4% | +44.3% |
| 10Y | +134.4% | +698.6% | -564.2% | +30.2% |
| All | +146.7% | +449.6% | -302.9% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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