+1,383.2%
BP vs DD
+1,155.7%
+227.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | -0.8% | +3.2% | -4.0% | -1.9% |
| 30D | -3.1% | +20.3% | -23.4% | -9.2% |
| 3M | +6.2% | +8.2% | -2.0% | +2.9% |
| 6M | +4.8% | +3.4% | +1.4% | +2.5% |
| YTD | +35.2% | +30.6% | +4.5% | +20.8% |
| 1Y | +27.4% | +30.6% | -3.2% | +13.8% |
| 3Y | +49.8% | +91.1% | -41.4% | +15.0% |
| 5Y | +109.4% | +68.6% | +40.8% | +65.7% |
| 10Y | +135.7% | +99.9% | +35.8% | +68.9% |
| All | +1,383.2% | +1,155.7% | +227.5% | +619.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling