+134.0%
BP vs RNG
+223.4%
-89.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +0.9% |
| 7D | +5.7% | -9.6% | +15.3% | +6.3% |
| 30D | +8.1% | +8.8% | -0.7% | +7.5% |
| 3M | +8.6% | +78.6% | -70.0% | +4.9% |
| 6M | +18.1% | +70.3% | -52.2% | +14.0% |
| YTD | +37.6% | +140.3% | -102.7% | +29.4% |
| 1Y | +39.4% | +126.6% | -87.2% | +31.3% |
| 3Y | +40.1% | +120.2% | -80.1% | +30.3% |
| 5Y | +141.3% | -68.3% | +209.6% | +141.3% |
| All | +134.0% | +223.4% | -89.4% | +74.1% |
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