+127.0%
BP vs DAR
+269.9%
-143.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.6% |
| 7D | -6.3% | -3.8% | -2.5% | -5.0% |
| 30D | -3.6% | -14.4% | +10.8% | +1.8% |
| 3M | +5.2% | -17.9% | +23.2% | +12.6% |
| 6M | +5.3% | -18.3% | +23.6% | +12.5% |
| YTD | +33.1% | +43.2% | -10.1% | +16.6% |
| 1Y | +26.3% | +57.7% | -31.4% | +6.5% |
| 3Y | +47.5% | +22.7% | +24.8% | +28.4% |
| 5Y | +106.2% | -34.0% | +140.2% | +118.6% |
| 10Y | +127.0% | +279.5% | -152.5% | +14.0% |
| All | +127.0% | +269.9% | -143.0% | +14.0% |
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