+32.6%
XYZ vs BP
+28.1%
+4.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +14.9% | -6.9% | +21.8% | +12.3% |
| 30D | +14.7% | -3.6% | +18.2% | +13.4% |
| 3M | +12.1% | +8.4% | +3.7% | +15.0% |
| 6M | +18.3% | +5.3% | +13.0% | +21.2% |
| YTD | +36.1% | +33.2% | +2.9% | +40.7% |
| All | +32.6% | +28.1% | +4.5% | +35.6% |
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