+35.7%
BP vs Q
+75.3%
-39.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +2.6% |
| 7D | +0.9% | +6.7% | -5.8% | +1.3% |
| 30D | +9.1% | -10.6% | +19.7% | +8.4% |
| 3M | +3.9% | -14.6% | +18.5% | +3.5% |
| 6M | +13.6% | +12.1% | +1.6% | +14.3% |
| YTD | +34.0% | +51.3% | -17.2% | +35.5% |
| All | +35.7% | +75.3% | -39.6% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling