+109.4%
BP vs D
+13.0%
+96.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | -0.8% | -2.4% | +1.7% | -0.3% |
| 30D | -3.1% | +9.0% | -12.1% | -4.8% |
| 3M | +6.2% | +1.0% | +5.2% | +5.8% |
| 6M | +4.8% | +11.0% | -6.2% | +2.4% |
| YTD | +35.2% | +19.8% | +15.4% | +30.0% |
| 1Y | +27.4% | +16.0% | +11.5% | +23.2% |
| 3Y | +49.8% | +74.4% | -24.6% | +32.3% |
| 5Y | +109.4% | +13.5% | +95.8% | +102.0% |
| All | +109.4% | +13.0% | +96.4% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling