+357.5%
BP vs RL
+1,366.2%
-1,008.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.1% |
| 7D | +3.9% | -0.8% | +4.7% | +4.1% |
| 30D | +7.6% | -7.8% | +15.4% | +9.5% |
| 3M | +0.7% | -4.0% | +4.7% | +1.1% |
| 6M | +15.5% | -1.9% | +17.4% | +14.2% |
| YTD | +30.8% | -0.2% | +31.0% | +28.5% |
| 1Y | +34.3% | +10.7% | +23.6% | +28.4% |
| 3Y | +35.1% | +210.8% | -175.7% | -1.6% |
| 5Y | +126.8% | +238.2% | -111.4% | +58.0% |
| 10Y | +123.4% | +313.4% | -190.0% | +42.6% |
| All | +357.5% | +1,366.2% | -1,008.6% | +118.8% |
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