+39.8%
BP vs Q
+68.3%
-28.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +0.7% |
| 7D | +3.8% | +1.2% | +2.6% | +3.9% |
| 30D | -5.3% | -2.7% | -2.6% | -5.3% |
| 3M | +9.3% | -16.9% | +26.2% | +8.3% |
| 6M | +7.2% | -26.9% | +34.1% | +6.2% |
| YTD | +38.0% | +45.2% | -7.2% | +39.5% |
| 1Y | +33.2% | +38.1% | -4.9% | +36.7% |
| All | +39.8% | +68.3% | -28.5% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling