+54.8%
BP vs REPL
-6.0%
+60.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.6% |
| 7D | +3.9% | -3.0% | +6.9% | +4.0% |
| 30D | +7.6% | +27.1% | -19.5% | +7.0% |
| 3M | +0.7% | +52.4% | -51.7% | -1.3% |
| 6M | +15.5% | +107.4% | -92.0% | +10.3% |
| YTD | +30.8% | +54.7% | -23.9% | +25.8% |
| 1Y | +34.3% | +158.9% | -124.6% | +25.6% |
| 3Y | +35.1% | -23.7% | +58.8% | +24.1% |
| 5Y | +126.8% | -54.3% | +181.2% | +111.6% |
| All | +54.8% | -6.0% | +60.8% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling