+5,387.7%
O vs BP
+813.2%
+4,574.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -0.7% | +3.9% | -4.7% | -1.9% |
| 30D | -1.9% | +7.6% | -9.5% | -4.0% |
| 3M | +3.8% | +0.7% | +3.1% | +3.2% |
| 6M | -4.7% | +15.5% | -20.2% | -9.5% |
| YTD | +12.5% | +30.8% | -18.4% | +2.7% |
| 1Y | +10.8% | +34.3% | -23.5% | +0.2% |
| 3Y | +28.8% | +35.1% | -6.3% | +13.9% |
| 5Y | +13.2% | +126.8% | -113.6% | -17.6% |
| 10Y | +53.5% | +123.4% | -69.9% | +5.7% |
| All | +5,387.7% | +813.2% | +4,574.6% | +2,855.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling