+163.8%
ON vs BP
+208.7%
-44.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -11.7% | -11.6% | 0.0% | -5.4% |
| 30D | -23.3% | 0.0% | -23.3% | -23.8% |
| 3M | -19.2% | +6.7% | -25.9% | -22.9% |
| 6M | -40.1% | +2.2% | -42.3% | -42.2% |
| YTD | +16.9% | +33.0% | -16.1% | -4.8% |
| 1Y | +29.7% | +30.7% | -1.0% | +6.4% |
| 3Y | -4.4% | +44.2% | -48.6% | -27.9% |
| 5Y | +7.1% | +105.1% | -98.1% | -36.3% |
| 10Y | +447.2% | +133.5% | +313.7% | +190.0% |
| All | +163.8% | +208.7% | -44.9% | +16.3% |
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