+1,335.7%
BP vs D
+2,347.4%
-1,011.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +1.1% |
| 7D | +3.9% | +0.4% | +3.5% | +3.7% |
| 30D | +7.6% | -3.6% | +11.2% | +9.1% |
| 3M | +0.7% | -1.0% | +1.7% | +0.9% |
| 6M | +15.5% | +6.3% | +9.2% | +12.0% |
| YTD | +30.8% | +14.7% | +16.1% | +22.8% |
| 1Y | +34.3% | +16.9% | +17.4% | +24.8% |
| 3Y | +35.1% | +56.8% | -21.7% | +7.9% |
| 5Y | +126.8% | +5.2% | +121.6% | +111.4% |
| 10Y | +123.4% | +35.9% | +87.5% | +75.5% |
| All | +1,335.7% | +2,347.4% | -1,011.7% | +330.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling