+130.2%
BP vs D
+42.6%
+87.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -11.6% | +3.0% | -14.6% | -12.4% |
| 30D | 0.0% | +11.5% | -11.4% | -2.9% |
| 3M | +6.7% | +3.7% | +3.0% | +5.5% |
| 6M | +2.2% | +13.5% | -11.4% | -1.7% |
| YTD | +33.0% | +20.7% | +12.3% | +25.7% |
| 1Y | +30.7% | +18.2% | +12.5% | +24.1% |
| 3Y | +44.2% | +73.3% | -29.1% | +21.2% |
| 5Y | +105.1% | +12.3% | +92.9% | +95.0% |
| All | +130.2% | +42.6% | +87.7% | +116.0% |
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