+44.5%
GOOG vs BP
+34.1%
+10.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.0% |
| 7D | -2.2% | +3.9% | -6.1% | -1.7% |
| 30D | -6.9% | +7.6% | -14.5% | -6.0% |
| 3M | -9.1% | +0.7% | -9.8% | -8.9% |
| 6M | +10.6% | +15.5% | -4.8% | +10.2% |
| YTD | +7.0% | +30.8% | -23.8% | +5.7% |
| 1Y | +44.5% | +34.3% | +10.2% | +41.2% |
| All | +44.5% | +34.1% | +10.4% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling