+18.4%
U vs BP
+35.3%
-16.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.2% | +9.1% | +3.4% |
| 7D | +7.5% | -8.4% | +15.9% | +4.4% |
| 30D | -7.0% | +2.2% | -9.3% | -6.2% |
| 3M | +20.6% | +8.8% | +11.8% | +24.5% |
| 6M | +53.2% | -0.5% | +53.7% | +54.7% |
| YTD | -3.9% | +36.2% | -40.1% | +10.4% |
| 1Y | +18.4% | +36.6% | -18.2% | +29.9% |
| All | +18.4% | +35.3% | -16.9% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling