+10.7%
O vs BP
+103.6%
-92.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +3.7% | -11.6% | +15.3% | +4.9% |
| 30D | +11.2% | 0.0% | +11.1% | +11.1% |
| 3M | -4.0% | +6.7% | -10.7% | -4.8% |
| 6M | -5.2% | +2.2% | -7.4% | -5.8% |
| YTD | +9.5% | +33.0% | -23.5% | +5.3% |
| 1Y | +10.6% | +30.7% | -20.1% | +6.5% |
| 3Y | +38.1% | +44.2% | -6.1% | +30.3% |
| All | +10.7% | +103.6% | -92.9% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling