+365.0%
BP vs RL
+1,476.5%
-1,111.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | -11.6% | -4.2% | -7.5% | -10.9% |
| 30D | 0.0% | +4.3% | -4.2% | -1.1% |
| 3M | +6.7% | -4.6% | +11.3% | +7.4% |
| 6M | +2.2% | +1.7% | +0.4% | +0.5% |
| YTD | +33.0% | +7.3% | +25.6% | +28.1% |
| 1Y | +30.7% | +20.8% | +9.9% | +22.2% |
| 3Y | +44.2% | +247.0% | -202.8% | +2.3% |
| 5Y | +105.1% | +225.5% | -120.3% | +44.2% |
| 10Y | +133.5% | +363.0% | -229.5% | +45.1% |
| All | +365.0% | +1,476.5% | -1,111.5% | +118.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling