+554.0%
XYZ vs BP
+136.3%
+417.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +12.1% | -11.6% | +23.8% | +17.2% |
| 30D | +12.4% | 0.0% | +12.3% | +11.6% |
| 3M | +8.2% | +6.7% | +1.4% | +4.1% |
| 6M | +20.7% | +2.2% | +18.5% | +16.8% |
| YTD | +31.3% | +33.0% | -1.7% | +11.8% |
| 1Y | +20.5% | +30.7% | -10.2% | +3.0% |
| 3Y | +72.6% | +44.2% | +28.4% | +38.7% |
| 5Y | -64.0% | +105.1% | -169.1% | -75.7% |
| 10Y | +601.8% | +133.5% | +468.3% | +328.2% |
| All | +554.0% | +136.3% | +417.8% | +259.1% |
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