+871.7%
BP vs DAR
+1,334.0%
-462.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -11.6% | -9.9% | -1.7% | -10.8% |
| 30D | 0.0% | -16.4% | +16.4% | +1.6% |
| 3M | +6.7% | -17.1% | +23.8% | +8.5% |
| 6M | +2.2% | -20.5% | +22.6% | +4.2% |
| YTD | +33.0% | +39.4% | -6.4% | +29.2% |
| 1Y | +30.7% | +57.2% | -26.5% | +25.6% |
| 3Y | +44.2% | +13.9% | +30.3% | +41.0% |
| 5Y | +105.1% | -40.8% | +146.0% | +110.1% |
| 10Y | +133.5% | +276.2% | -142.7% | +109.3% |
| All | +871.7% | +1,334.0% | -462.3% | +698.5% |
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