+1,364.9%
BP vs D
+2,488.7%
-1,123.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -11.2% | +6.9% | -18.2% | -13.8% |
| 30D | -0.7% | +12.3% | -13.0% | -5.5% |
| 3M | +9.8% | +3.0% | +6.8% | +8.0% |
| 6M | -1.6% | +12.8% | -14.4% | -6.9% |
| YTD | +33.5% | +22.6% | +10.9% | +21.6% |
| 1Y | +31.7% | +21.7% | +10.1% | +20.2% |
| 3Y | +45.1% | +83.9% | -38.8% | +8.6% |
| 5Y | +105.9% | +14.0% | +92.0% | +85.6% |
| 10Y | +134.4% | +45.6% | +88.8% | +78.5% |
| All | +1,364.9% | +2,488.7% | -1,123.8% | +327.8% |
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