+188.0%
ON vs BP
+209.1%
-21.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.1% | +9.0% | +9.1% |
| 7D | -1.4% | -6.9% | +5.4% | +2.6% |
| 30D | -10.9% | -3.6% | -7.3% | -9.5% |
| 3M | -14.9% | +8.4% | -23.3% | -19.5% |
| 6M | -33.0% | +5.3% | -38.4% | -36.4% |
| YTD | +27.6% | +33.2% | -5.5% | +3.9% |
| 1Y | +44.5% | +28.2% | +16.3% | +20.0% |
| 3Y | +7.4% | +49.2% | -41.8% | -20.5% |
| 5Y | +18.7% | +102.9% | -84.1% | -28.9% |
| 10Y | +516.0% | +127.7% | +388.3% | +231.1% |
| All | +188.0% | +209.1% | -21.2% | +26.9% |
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