+55.3%
O vs BP
+132.0%
-76.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -2.0% |
| 7D | -2.3% | +4.0% | -6.2% | -3.3% |
| 30D | -2.4% | +7.8% | -10.3% | -4.6% |
| 3M | -0.6% | +8.4% | -9.0% | -3.2% |
| 6M | -5.0% | +15.1% | -20.1% | -9.6% |
| YTD | +10.4% | +36.4% | -26.0% | -0.4% |
| 1Y | +6.6% | +40.9% | -34.3% | -5.1% |
| 3Y | +28.4% | +38.8% | -10.5% | +12.7% |
| 5Y | +15.3% | +141.1% | -125.8% | -20.8% |
| 10Y | +55.3% | +133.9% | -78.6% | -8.3% |
| All | +55.3% | +132.0% | -76.7% | -8.3% |
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 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