+6.6%
O vs BP
+39.3%
-32.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.6% |
| 7D | -2.3% | +4.0% | -6.2% | -2.4% |
| 30D | -2.4% | +7.8% | -10.3% | -2.7% |
| 3M | -0.6% | +8.4% | -9.0% | -1.2% |
| 6M | -5.0% | +15.1% | -20.1% | -6.4% |
| YTD | +10.4% | +36.4% | -26.0% | +6.0% |
| 1Y | +6.6% | +40.9% | -34.3% | +2.1% |
| All | +6.6% | +39.3% | -32.7% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling