+122.1%
BP vs RF
+343.3%
-221.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +3.9% | +1.3% | +2.6% | +3.3% |
| 30D | +7.6% | -3.6% | +11.2% | +9.1% |
| 3M | +0.7% | +8.1% | -7.4% | -3.2% |
| 6M | +15.5% | +11.5% | +4.0% | +8.9% |
| YTD | +30.8% | +15.6% | +15.3% | +20.9% |
| 1Y | +34.3% | +15.7% | +18.6% | +23.5% |
| 3Y | +35.1% | +86.9% | -51.8% | -4.3% |
| 5Y | +126.8% | +89.8% | +37.0% | +53.1% |
| All | +122.1% | +343.3% | -221.2% | -2.9% |
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