+10.0%
O vs BP
+27.8%
-17.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | 0.0% |
| 7D | +0.6% | -0.8% | +1.4% | +0.6% |
| 30D | +9.4% | -3.1% | +12.6% | +9.4% |
| 3M | -2.4% | +6.2% | -8.5% | -2.7% |
| 6M | -1.9% | +4.8% | -6.7% | -2.5% |
| YTD | +10.5% | +35.2% | -24.7% | +5.3% |
| 1Y | +10.0% | +27.4% | -17.4% | +6.0% |
| All | +10.0% | +27.8% | -17.8% | +6.0% |
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