+13,444.1%
GOOG vs BP
+150.4%
+13,293.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.2% |
| 7D | -2.1% | +3.9% | -6.1% | -3.4% |
| 30D | -6.8% | +7.6% | -14.4% | -9.1% |
| 3M | -9.1% | +0.7% | -9.8% | -9.8% |
| 6M | +10.7% | +15.5% | -4.8% | +4.3% |
| YTD | +7.1% | +30.8% | -23.8% | -3.5% |
| 1Y | +44.6% | +34.3% | +10.3% | +28.8% |
| 3Y | +147.4% | +35.1% | +112.4% | +115.8% |
| 5Y | +133.8% | +126.8% | +7.0% | +65.2% |
| 10Y | +777.5% | +123.4% | +654.2% | +477.6% |
| All | +13,444.1% | +150.4% | +13,293.7% | +7,910.6% |
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