+127.7%
BP vs RF
+277.2%
-149.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.8% |
| 7D | -6.9% | -0.1% | -6.7% | -6.9% |
| 30D | -3.6% | +7.0% | -10.6% | -6.4% |
| 3M | +8.4% | -7.0% | +15.4% | +11.4% |
| 6M | +5.3% | +6.8% | -1.4% | +1.4% |
| YTD | +33.2% | +9.9% | +23.2% | +25.4% |
| 1Y | +28.2% | +21.1% | +7.1% | +15.4% |
| 3Y | +49.2% | +119.6% | -70.4% | -1.9% |
| 5Y | +102.9% | +46.2% | +56.7% | +55.6% |
| 10Y | +127.7% | +261.5% | -133.8% | +14.8% |
| All | +127.7% | +277.2% | -149.5% | +14.8% |
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