+119.0%
BP vs S
-52.7%
+171.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.4% |
| 7D | -11.6% | -13.4% | +1.8% | -11.3% |
| 30D | 0.0% | -14.0% | +14.0% | +0.4% |
| 3M | +6.7% | +4.9% | +1.9% | +6.5% |
| 6M | +2.2% | +42.0% | -39.9% | +0.9% |
| YTD | +33.0% | +45.1% | -12.2% | +31.1% |
| 1Y | +30.7% | +33.1% | -2.3% | +29.3% |
| 3Y | +44.2% | +40.6% | +3.6% | +41.5% |
| 5Y | +105.1% | -67.5% | +172.6% | +99.7% |
| All | +119.0% | -52.7% | +171.7% | +120.4% |
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