+739.0%
BP vs DRI
+7,978.2%
-7,239.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -11.6% | +2.8% | -14.4% | -12.3% |
| 30D | 0.0% | +13.3% | -13.2% | -2.9% |
| 3M | +6.7% | +8.2% | -1.4% | +4.4% |
| 6M | +2.2% | +17.5% | -15.4% | -2.4% |
| YTD | +33.0% | +26.9% | +6.1% | +24.1% |
| 1Y | +30.7% | +31.6% | -0.8% | +20.8% |
| 3Y | +44.2% | +67.0% | -22.8% | +24.2% |
| 5Y | +105.1% | +72.9% | +32.2% | +72.7% |
| 10Y | +133.5% | +371.3% | -237.8% | +49.3% |
| All | +739.0% | +7,978.2% | -7,239.2% | +254.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling