+57.5%
BP vs REPL
+39.1%
+18.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.8% | +0.1% |
| 7D | -6.9% | +14.2% | -21.1% | -7.1% |
| 30D | -3.6% | +65.9% | -69.5% | -4.7% |
| 3M | +8.4% | +84.6% | -76.2% | +6.9% |
| 6M | +5.3% | +446.9% | -441.6% | -0.3% |
| YTD | +33.2% | +129.0% | -95.9% | +26.9% |
| 1Y | +28.2% | +167.9% | -139.7% | +21.6% |
| 3Y | +49.2% | +93.9% | -44.7% | +31.4% |
| 5Y | +102.9% | -33.0% | +135.8% | +87.9% |
| All | +57.5% | +39.1% | +18.4% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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