+5,241.4%
O vs BP
+828.2%
+4,413.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +3.7% | -11.6% | +15.3% | +7.3% |
| 30D | +11.2% | 0.0% | +11.1% | +10.9% |
| 3M | -4.0% | +6.7% | -10.7% | -6.2% |
| 6M | -5.2% | +2.2% | -7.4% | -6.7% |
| YTD | +9.5% | +33.0% | -23.5% | -0.8% |
| 1Y | +10.6% | +30.7% | -20.1% | +0.6% |
| 3Y | +38.1% | +44.2% | -6.1% | +19.6% |
| 5Y | +10.2% | +105.1% | -94.9% | -17.2% |
| 10Y | +71.4% | +133.5% | -62.1% | +16.2% |
| All | +5,241.4% | +828.2% | +4,413.2% | +2,753.4% |
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