+887.6%
BP vs DAR
+1,448.0%
-560.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.1% | -3.5% | +1.1% |
| 7D | -0.8% | +3.6% | -4.4% | -1.1% |
| 30D | -3.1% | -11.3% | +8.1% | -2.1% |
| 3M | +6.2% | -13.1% | +19.3% | +7.4% |
| 6M | +4.8% | -15.1% | +19.9% | +6.2% |
| YTD | +35.2% | +50.5% | -15.3% | +30.4% |
| 1Y | +27.4% | +57.9% | -30.5% | +22.4% |
| 3Y | +49.8% | +28.9% | +20.8% | +44.9% |
| 5Y | +109.4% | -31.4% | +140.8% | +111.9% |
| 10Y | +135.7% | +301.0% | -165.3% | +110.0% |
| All | +887.6% | +1,448.0% | -560.4% | +706.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling