+520.4%
ON vs BP
+129.9%
+390.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.1% | -6.3% | +2.2% | -0.5% |
| 30D | -10.2% | -3.6% | -6.6% | -8.8% |
| 3M | -12.7% | +5.2% | -18.0% | -16.2% |
| 6M | -32.5% | +5.3% | -37.9% | -36.1% |
| YTD | +28.6% | +33.1% | -4.6% | +3.1% |
| 1Y | +43.4% | +26.3% | +17.1% | +18.6% |
| 3Y | +3.3% | +47.5% | -44.2% | -25.1% |
| 5Y | +22.5% | +106.2% | -83.7% | -32.1% |
| All | +520.4% | +129.9% | +390.5% | +226.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling