+39.1%
BP vs DD
+42.2%
-3.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +2.3% |
| 7D | +4.0% | -3.8% | +7.8% | +4.8% |
| 30D | +7.8% | -9.2% | +17.1% | +10.0% |
| 3M | +8.4% | -9.0% | +17.4% | +10.2% |
| 6M | +15.1% | -5.0% | +20.0% | +14.8% |
| YTD | +36.4% | +7.4% | +29.0% | +30.1% |
| 1Y | +40.9% | +35.1% | +5.8% | +23.2% |
| All | +39.1% | +42.2% | -3.1% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 3y: compounded portfolio wealth divided by compounded DD 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…
3y analysis · Full analysis span regression · 6 months rolling