+127.0%
BP vs D
+44.7%
+82.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -6.3% | +2.4% | -8.7% | -7.0% |
| 30D | -3.6% | +10.9% | -14.5% | -6.4% |
| 3M | +5.2% | +2.8% | +2.4% | +4.2% |
| 6M | +5.3% | +12.7% | -7.4% | +1.6% |
| YTD | +33.1% | +20.3% | +12.8% | +25.9% |
| 1Y | +26.3% | +17.1% | +9.2% | +20.2% |
| 3Y | +47.5% | +75.1% | -27.6% | +23.4% |
| 5Y | +106.2% | +13.1% | +93.0% | +95.4% |
| 10Y | +127.0% | +48.3% | +78.7% | +116.1% |
| All | +127.0% | +44.7% | +82.2% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling