+127.0%
BP vs RF
+248.4%
-121.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -6.3% | +0.3% | -6.7% | -6.5% |
| 30D | -3.6% | +6.2% | -9.8% | -6.1% |
| 3M | +5.2% | -7.8% | +13.1% | +8.6% |
| 6M | +5.3% | +5.9% | -0.6% | +1.7% |
| YTD | +33.1% | +9.0% | +24.1% | +25.7% |
| 1Y | +26.3% | +19.3% | +7.0% | +14.4% |
| 3Y | +47.5% | +116.4% | -68.9% | -2.5% |
| 5Y | +106.2% | +46.0% | +60.1% | +57.9% |
| 10Y | +127.0% | +239.8% | -112.8% | +14.7% |
| All | +127.0% | +248.4% | -121.4% | +14.7% |
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