+26.3%
BP vs S
+38.4%
-12.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.0% | -7.9% | +0.3% |
| 7D | -6.9% | +1.6% | -8.4% | -6.8% |
| 30D | -3.6% | -10.5% | +6.9% | -3.8% |
| 3M | +8.4% | +9.9% | -1.5% | +8.9% |
| 6M | +5.3% | +41.8% | -36.4% | +6.2% |
| YTD | +33.2% | +56.8% | -23.6% | +35.0% |
| All | +26.3% | +38.4% | -12.0% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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