+121.0%
GOOG vs BP
+51.6%
+69.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.0% |
| 7D | +3.0% | +3.8% | -0.8% | +2.9% |
| 30D | -14.9% | -5.3% | -9.6% | -14.8% |
| 3M | -14.9% | +9.3% | -24.1% | -15.6% |
| 6M | -26.6% | +7.2% | -33.8% | -27.1% |
| YTD | -6.6% | +38.0% | -44.6% | -12.0% |
| 1Y | +5.1% | +33.2% | -28.1% | -0.4% |
| 3Y | +121.0% | +50.3% | +70.7% | +100.1% |
| All | +121.0% | +51.6% | +69.4% | +100.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling