+272.8%
BP vs BB
+307.3%
-34.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -0.8% |
| 7D | -11.6% | +3.8% | -15.4% | -11.9% |
| 30D | 0.0% | -0.3% | +0.4% | -0.2% |
| 3M | +6.7% | -0.5% | +7.2% | +6.2% |
| 6M | +2.2% | +45.9% | -43.8% | -2.6% |
| YTD | +33.0% | +130.6% | -97.6% | +21.3% |
| 1Y | +30.7% | +89.2% | -58.5% | +21.1% |
| 3Y | +44.2% | +137.5% | -93.3% | +27.6% |
| 5Y | +105.1% | -20.9% | +126.0% | +95.1% |
| 10Y | +133.5% | +25.4% | +108.1% | +96.9% |
| All | +272.8% | +307.3% | -34.5% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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