+543.0%
XYZ vs BP
+137.2%
+405.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.3% |
| 7D | +9.2% | -11.2% | +20.4% | +13.9% |
| 30D | +9.8% | -0.7% | +10.5% | +9.3% |
| 3M | -0.2% | +9.8% | -10.0% | -5.1% |
| 6M | +18.0% | -1.6% | +19.5% | +16.0% |
| YTD | +29.1% | +33.5% | -4.4% | +9.8% |
| 1Y | +14.1% | +31.7% | -17.6% | -2.8% |
| 3Y | +72.6% | +45.1% | +27.5% | +38.3% |
| 5Y | -64.6% | +105.9% | -170.5% | -76.2% |
| 10Y | +590.0% | +134.4% | +455.6% | +320.4% |
| All | +543.0% | +137.2% | +405.8% | +252.5% |
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