+11,186.3%
JPM vs BP
+1,327.5%
+9,858.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.2% |
| 7D | +0.3% | +3.9% | -3.7% | -1.5% |
| 30D | -0.2% | +7.6% | -7.8% | -3.7% |
| 3M | +15.9% | +0.7% | +15.2% | +14.4% |
| 6M | +20.9% | +15.5% | +5.5% | +11.2% |
| YTD | +12.9% | +30.8% | -17.9% | -2.6% |
| 1Y | +20.3% | +34.3% | -14.0% | +2.1% |
| 3Y | +160.9% | +35.1% | +125.9% | +115.2% |
| 5Y | +154.8% | +126.8% | +28.0% | +58.7% |
| 10Y | +591.1% | +123.4% | +467.7% | +309.1% |
| All | +11,186.3% | +1,327.5% | +9,858.7% | +3,795.7% |
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