+30.7%
BP vs RF
+18.0%
+12.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | +2.5% | +0.4% | +2.2% | +2.6% |
| 30D | -5.6% | +5.6% | -11.1% | -4.7% |
| 3M | +8.0% | -8.9% | +16.9% | +6.4% |
| 6M | +5.7% | +7.1% | -1.4% | +5.6% |
| YTD | +36.8% | +8.3% | +28.5% | +36.0% |
| 1Y | +30.7% | +16.8% | +13.9% | +26.5% |
| All | +30.7% | +18.0% | +12.7% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling