+87.5%
U vs BP
+51.6%
+36.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.4% | +5.1% |
| 7D | +2.6% | +3.8% | -1.2% | +2.0% |
| 30D | +27.6% | -5.3% | +32.9% | +28.4% |
| 3M | +15.3% | +9.3% | +6.1% | +12.7% |
| 6M | +96.4% | +7.2% | +89.2% | +92.1% |
| YTD | +19.6% | +38.0% | -18.5% | +3.9% |
| 1Y | +42.1% | +33.2% | +8.9% | +25.3% |
| 3Y | +87.5% | +50.3% | +37.2% | +52.1% |
| All | +87.5% | +51.6% | +36.0% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling