+125.0%
BP vs DRI
+350.3%
-225.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.3% | +3.1% |
| 7D | +0.9% | -1.2% | +2.1% | +1.3% |
| 30D | +9.1% | -0.4% | +9.5% | +9.0% |
| 3M | +3.9% | +9.5% | -5.6% | +0.1% |
| 6M | +13.6% | +6.5% | +7.2% | +9.9% |
| YTD | +34.0% | +18.4% | +15.6% | +24.4% |
| 1Y | +39.2% | +4.2% | +35.0% | +34.5% |
| 3Y | +36.4% | +57.1% | -20.7% | +11.0% |
| 5Y | +135.8% | +70.4% | +65.4% | +80.8% |
| 10Y | +125.0% | +354.0% | -229.0% | +14.9% |
| All | +125.0% | +350.3% | -225.3% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling