+12.3%
NOW vs BP
+5.2%
+7.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.6% | +3.2% |
| 7D | -5.6% | -0.8% | -4.8% | -5.6% |
| 30D | -26.8% | -3.1% | -23.6% | -27.2% |
| 3M | -19.4% | +6.2% | -25.6% | -20.2% |
| 6M | +12.3% | +4.8% | +7.5% | +22.3% |
| All | +12.3% | +5.2% | +7.1% | +22.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling