+1,364.9%
BP vs RF
+1,429.2%
-64.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.5% |
| 7D | -11.2% | -1.6% | -9.6% | -10.9% |
| 30D | -0.7% | +5.0% | -5.7% | -1.8% |
| 3M | +9.8% | -10.0% | +19.8% | +12.2% |
| 6M | -1.6% | +3.3% | -4.9% | -2.8% |
| YTD | +33.5% | +7.9% | +25.6% | +30.1% |
| 1Y | +31.7% | +21.2% | +10.5% | +24.9% |
| 3Y | +45.1% | +105.8% | -60.7% | +20.4% |
| 5Y | +105.9% | +43.7% | +62.2% | +82.8% |
| 10Y | +134.4% | +289.4% | -155.0% | +66.7% |
| All | +1,364.9% | +1,429.2% | -64.4% | +656.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling