+142.2%
BP vs RNG
+234.5%
-92.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +0.9% |
| 7D | +3.8% | +4.6% | -0.8% | +3.6% |
| 30D | -5.3% | +0.4% | -5.7% | -5.4% |
| 3M | +9.3% | +11.4% | -2.2% | +8.5% |
| 6M | +7.2% | +95.7% | -88.5% | +2.9% |
| YTD | +38.0% | +162.9% | -124.8% | +29.1% |
| 1Y | +33.2% | +180.3% | -147.1% | +24.0% |
| 3Y | +50.3% | +188.3% | -138.1% | +37.8% |
| 5Y | +114.1% | -72.5% | +186.6% | +116.2% |
| All | +142.2% | +234.5% | -92.3% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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