+140.1%
BP vs DRI
+330.2%
-190.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +2.5% | -0.3% | +2.8% | +2.6% |
| 30D | -5.6% | +10.8% | -16.4% | -9.0% |
| 3M | +8.0% | +0.9% | +7.1% | +7.1% |
| 6M | +5.7% | +16.3% | -10.7% | -0.9% |
| YTD | +36.8% | +27.8% | +9.1% | +23.2% |
| 1Y | +30.7% | +33.9% | -3.1% | +15.5% |
| 3Y | +51.6% | +67.2% | -15.6% | +20.5% |
| 5Y | +112.2% | +79.0% | +33.2% | +60.0% |
| All | +140.1% | +330.2% | -190.1% | +23.9% |
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