+3,922.7%
DELL vs BP
+137.6%
+3,785.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.2% | -5.7% |
| 7D | -1.9% | +5.7% | -7.6% | -4.0% |
| 30D | +14.9% | +8.1% | +6.8% | +11.1% |
| 3M | +37.2% | +8.6% | +28.6% | +31.5% |
| 6M | +254.0% | +18.1% | +235.9% | +224.7% |
| YTD | +306.1% | +37.6% | +268.5% | +249.2% |
| 1Y | +312.3% | +39.4% | +272.9% | +251.1% |
| 3Y | +654.0% | +40.1% | +614.0% | +532.8% |
| 5Y | +1,055.3% | +141.3% | +914.0% | +663.3% |
| All | +3,922.7% | +137.6% | +3,785.1% | +2,594.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling