-10.8%
DOW vs BP
+49.1%
-59.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.6% | -3.4% |
| 7D | -2.4% | +3.9% | -6.3% | -4.7% |
| 30D | +0.4% | +7.6% | -7.2% | -4.0% |
| 3M | -14.4% | +0.7% | -15.1% | -14.9% |
| 6M | -7.0% | +15.5% | -22.5% | -14.3% |
| YTD | +30.2% | +30.8% | -0.6% | +11.0% |
| 1Y | +29.2% | +34.3% | -5.1% | +8.0% |
| 3Y | -36.7% | +35.1% | -71.8% | -48.0% |
| 5Y | -37.7% | +126.8% | -164.5% | -64.4% |
| All | -10.8% | +49.1% | -59.9% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling