+97.9%
BP vs BR
+1,321.0%
-1,223.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.9% |
| 7D | +3.9% | -5.3% | +9.2% | +6.3% |
| 30D | +7.6% | +6.4% | +1.2% | +4.6% |
| 3M | +0.7% | +13.6% | -12.9% | -5.6% |
| 6M | +15.5% | -6.7% | +22.2% | +17.2% |
| YTD | +30.8% | -21.1% | +51.9% | +42.0% |
| 1Y | +34.3% | -29.6% | +63.9% | +53.0% |
| 3Y | +35.1% | -2.4% | +37.4% | +30.1% |
| 5Y | +126.8% | +11.2% | +115.6% | +99.4% |
| 10Y | +123.4% | +191.8% | -68.4% | +17.6% |
| All | +97.9% | +1,321.0% | -1,223.1% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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