+725.4%
BP vs DRI
+7,577.6%
-6,852.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.7% |
| 7D | +3.9% | +0.6% | +3.4% | +3.8% |
| 30D | +7.6% | +3.8% | +3.8% | +6.5% |
| 3M | +0.7% | +13.0% | -12.3% | -2.6% |
| 6M | +15.5% | +8.3% | +7.2% | +12.5% |
| YTD | +30.8% | +20.6% | +10.2% | +23.9% |
| 1Y | +34.3% | +6.5% | +27.9% | +30.7% |
| 3Y | +35.1% | +53.7% | -18.7% | +18.8% |
| 5Y | +126.8% | +72.7% | +54.2% | +91.2% |
| 10Y | +123.4% | +363.2% | -239.8% | +44.0% |
| All | +725.4% | +7,577.6% | -6,852.2% | +254.1% |
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