+127.7%
BP vs D
+42.1%
+85.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.3% |
| 7D | -6.9% | +0.8% | -7.6% | -7.1% |
| 30D | -3.6% | +10.7% | -14.3% | -6.3% |
| 3M | +8.4% | +2.3% | +6.1% | +7.6% |
| 6M | +5.3% | +12.5% | -7.1% | +1.6% |
| YTD | +33.2% | +20.1% | +13.1% | +26.0% |
| 1Y | +28.2% | +15.6% | +12.6% | +22.5% |
| 3Y | +49.2% | +75.2% | -25.9% | +24.9% |
| 5Y | +102.9% | +14.6% | +88.3% | +91.4% |
| 10Y | +127.7% | +43.8% | +83.9% | +114.4% |
| All | +127.7% | +42.1% | +85.5% | +114.4% |
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