+99.5%
U vs BP
+42.8%
+56.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.6% |
| 7D | +36.6% | -11.6% | +48.2% | +39.1% |
| 30D | +13.3% | 0.0% | +13.3% | +12.6% |
| 3M | +26.2% | +6.7% | +19.4% | +23.5% |
| 6M | +88.7% | +2.2% | +86.6% | +86.1% |
| YTD | +16.6% | +33.0% | -16.4% | +1.7% |
| 1Y | +29.0% | +30.7% | -1.8% | +13.1% |
| 3Y | +99.5% | +44.2% | +55.3% | +63.7% |
| All | +99.5% | +42.8% | +56.7% | +63.7% |
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