+5,283.0%
O vs BP
+829.4%
+4,453.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | +3.3% | -6.9% | +10.2% | +5.4% |
| 30D | +10.3% | -3.6% | +13.9% | +11.2% |
| 3M | -3.5% | +8.4% | -11.9% | -6.1% |
| 6M | -1.3% | +5.3% | -6.6% | -3.6% |
| YTD | +10.3% | +33.2% | -22.8% | -0.1% |
| 1Y | +10.4% | +28.2% | -17.8% | +1.0% |
| 3Y | +40.0% | +49.2% | -9.3% | +20.0% |
| 5Y | +12.4% | +102.9% | -90.5% | -15.3% |
| 10Y | +78.2% | +127.7% | -49.5% | +21.8% |
| All | +5,283.0% | +829.4% | +4,453.5% | +2,774.5% |
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