+135.8%
BP vs REPL
-53.9%
+189.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.5% |
| 7D | +0.9% | -5.7% | +6.7% | +1.0% |
| 30D | +9.1% | +22.5% | -13.3% | +9.0% |
| 3M | +3.9% | +64.7% | -60.7% | +3.3% |
| 6M | +13.6% | +83.0% | -69.4% | +13.0% |
| YTD | +34.0% | +52.0% | -17.9% | +33.2% |
| 1Y | +39.2% | +144.5% | -105.4% | +38.0% |
| 3Y | +36.4% | -25.1% | +61.5% | +34.4% |
| 5Y | +135.8% | -52.9% | +188.7% | +134.9% |
| All | +135.8% | -53.9% | +189.7% | +134.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling