+125.0%
BP vs DAR
+367.0%
-242.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +1.4% |
| 7D | +0.9% | -0.9% | +1.8% | +1.2% |
| 30D | +9.1% | +13.0% | -3.8% | +4.3% |
| 3M | +3.9% | +15.0% | -11.1% | -1.4% |
| 6M | +13.6% | +26.8% | -13.2% | +4.0% |
| YTD | +34.0% | +86.4% | -52.4% | +7.0% |
| 1Y | +39.2% | +115.1% | -75.9% | +4.5% |
| 3Y | +36.4% | +14.6% | +21.8% | +22.8% |
| 5Y | +135.8% | -8.8% | +144.6% | +121.0% |
| 10Y | +125.0% | +356.5% | -231.5% | +6.2% |
| All | +125.0% | +367.0% | -242.0% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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