+856.0%
BP vs DAR
+1,762.6%
-906.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | +3.9% | +1.4% | +2.6% | +3.8% |
| 30D | +7.6% | +12.8% | -5.2% | +6.5% |
| 3M | +0.7% | +7.4% | -6.7% | 0.0% |
| 6M | +15.5% | +22.3% | -6.8% | +13.4% |
| YTD | +30.8% | +81.1% | -50.3% | +24.3% |
| 1Y | +34.3% | +106.5% | -72.2% | +25.9% |
| 3Y | +35.1% | +5.3% | +29.8% | +32.6% |
| 5Y | +126.8% | -11.5% | +138.4% | +124.6% |
| 10Y | +123.4% | +353.3% | -230.0% | +96.5% |
| All | +856.0% | +1,762.6% | -906.6% | +667.8% |
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