+141.1%
BP vs DD
+59.3%
+81.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +2.6% |
| 7D | +4.0% | -3.8% | +7.8% | +5.2% |
| 30D | +7.8% | -9.2% | +17.1% | +10.9% |
| 3M | +8.4% | -9.0% | +17.4% | +11.0% |
| 6M | +15.1% | -5.0% | +20.0% | +14.9% |
| YTD | +36.4% | +7.4% | +29.0% | +29.4% |
| 1Y | +40.9% | +35.1% | +5.8% | +21.3% |
| 3Y | +38.8% | +43.2% | -4.4% | +13.6% |
| 5Y | +141.1% | +59.6% | +81.4% | +85.3% |
| All | +141.1% | +59.3% | +81.8% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling