+115.5%
BP vs S
-56.8%
+172.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +3.9% | -7.7% | +11.6% | +4.1% |
| 30D | +7.6% | -5.3% | +12.9% | +7.7% |
| 3M | +0.7% | +20.3% | -19.6% | +0.1% |
| 6M | +15.5% | +47.4% | -31.9% | +14.0% |
| YTD | +30.8% | +32.5% | -1.7% | +29.4% |
| 1Y | +34.3% | +9.5% | +24.8% | +33.6% |
| 3Y | +35.1% | +15.5% | +19.5% | +33.3% |
| 5Y | +126.8% | -71.2% | +198.0% | +122.3% |
| All | +115.5% | -56.8% | +172.2% | +117.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling