+135.7%
BP vs D
+47.5%
+88.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | -0.8% | -2.4% | +1.7% | -0.1% |
| 30D | -3.1% | +9.0% | -12.1% | -5.5% |
| 3M | +6.2% | +1.0% | +5.2% | +5.7% |
| 6M | +4.8% | +11.0% | -6.2% | +1.5% |
| YTD | +35.2% | +19.8% | +15.4% | +28.0% |
| 1Y | +27.4% | +16.0% | +11.5% | +21.6% |
| 3Y | +49.8% | +74.4% | -24.6% | +25.5% |
| 5Y | +109.4% | +13.5% | +95.8% | +98.1% |
| 10Y | +135.7% | +48.4% | +87.3% | +126.4% |
| All | +135.7% | +47.5% | +88.2% | +126.4% |
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