+533.2%
XYZ vs BP
+132.4%
+400.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.9% |
| 7D | -1.0% | +3.9% | -4.9% | -2.7% |
| 30D | -1.7% | +7.6% | -9.3% | -4.9% |
| 3M | +16.7% | +0.7% | +16.0% | +15.1% |
| 6M | +26.9% | +15.5% | +11.4% | +16.4% |
| YTD | +27.1% | +30.8% | -3.7% | +10.0% |
| 1Y | +9.3% | +34.3% | -25.1% | -7.2% |
| 3Y | +42.3% | +35.1% | +7.2% | +18.3% |
| 5Y | -69.3% | +126.8% | -196.1% | -80.1% |
| 10Y | +586.8% | +123.4% | +463.4% | +330.3% |
| All | +533.2% | +132.4% | +400.8% | +253.3% |
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