+82.7%
O vs BP
+124.7%
-42.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.5% | -6.3% | +9.9% | +5.3% |
| 30D | +10.4% | -3.6% | +14.0% | +11.3% |
| 3M | -2.4% | +5.2% | -7.7% | -4.2% |
| 6M | -1.2% | +5.3% | -6.5% | -3.5% |
| YTD | +10.4% | +33.1% | -22.7% | -0.1% |
| 1Y | +11.4% | +26.3% | -14.8% | +2.4% |
| 3Y | +40.4% | +47.5% | -7.1% | +20.5% |
| 5Y | +12.1% | +106.2% | -94.0% | -18.2% |
| 10Y | +82.7% | +127.0% | -44.2% | +12.1% |
| All | +82.7% | +124.7% | -42.0% | +12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling