+142.2%
BP vs RF
+223.4%
-81.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.4% |
| 7D | +3.8% | +1.9% | +1.9% | +2.9% |
| 30D | -5.3% | +7.3% | -12.6% | -8.2% |
| 3M | +9.3% | -7.9% | +17.2% | +12.7% |
| 6M | +7.2% | +10.5% | -3.3% | +1.7% |
| YTD | +38.0% | +9.6% | +28.4% | +30.0% |
| 1Y | +33.2% | +20.3% | +12.9% | +20.2% |
| 3Y | +50.3% | +119.5% | -69.2% | -1.6% |
| 5Y | +114.1% | +48.2% | +65.9% | +62.5% |
| All | +142.2% | +223.4% | -81.2% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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