-35.6%
ON vs BP
+3.7%
-39.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.1% | +9.0% | +9.2% |
| 7D | -1.4% | -6.9% | +5.4% | -2.6% |
| 30D | -10.9% | -3.6% | -7.3% | -11.6% |
| 3M | -14.9% | +8.4% | -23.3% | -13.1% |
| All | -35.6% | +3.7% | -39.2% | -36.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling