+127.0%
BP vs RL
+369.1%
-242.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -6.3% | +1.3% | -7.6% | -6.8% |
| 30D | -3.6% | +7.6% | -11.2% | -5.8% |
| 3M | +5.2% | -1.5% | +6.8% | +5.1% |
| 6M | +5.3% | +12.1% | -6.8% | +0.4% |
| YTD | +33.1% | +13.9% | +19.2% | +24.7% |
| 1Y | +26.3% | +20.7% | +5.6% | +15.9% |
| 3Y | +47.5% | +260.6% | -213.1% | -9.7% |
| 5Y | +106.2% | +248.9% | -142.7% | +22.7% |
| 10Y | +127.0% | +355.9% | -228.9% | +13.1% |
| All | +127.0% | +369.1% | -242.1% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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