-24.7%
U vs BP
+214.7%
-239.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.6% |
| 7D | +36.6% | -11.6% | +48.2% | +39.0% |
| 30D | +13.3% | 0.0% | +13.3% | +12.9% |
| 3M | +26.2% | +6.7% | +19.4% | +24.2% |
| 6M | +88.7% | +2.2% | +86.6% | +86.5% |
| YTD | +16.6% | +33.0% | -16.4% | +7.7% |
| 1Y | +29.0% | +30.7% | -1.8% | +19.5% |
| 3Y | +99.5% | +44.2% | +55.3% | +79.0% |
| 5Y | -66.1% | +105.1% | -171.3% | -70.0% |
| All | -24.7% | +214.7% | -239.4% | 0.0% |
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