+163.6%
W vs BP
+102.9%
+60.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.3% |
| 7D | -4.2% | +3.9% | -8.1% | -5.8% |
| 30D | -7.6% | +7.6% | -15.2% | -10.6% |
| 3M | +37.2% | +0.7% | +36.5% | +34.0% |
| 6M | +26.3% | +15.5% | +10.8% | +13.8% |
| YTD | -1.0% | +30.8% | -31.8% | -16.4% |
| 1Y | +20.1% | +34.3% | -14.2% | -0.5% |
| 3Y | +37.8% | +35.1% | +2.7% | +13.2% |
| 5Y | -63.7% | +126.8% | -190.5% | -77.3% |
| 10Y | +156.3% | +123.4% | +33.0% | +51.8% |
| All | +163.6% | +102.9% | +60.7% | +63.5% |
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