+39.1%
BP vs RNG
+122.1%
-83.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.8% |
| 7D | +4.0% | -4.1% | +8.0% | +4.1% |
| 30D | +7.8% | +8.6% | -0.8% | +7.5% |
| 3M | +8.4% | +78.0% | -69.6% | +5.6% |
| 6M | +15.1% | +67.0% | -52.0% | +12.3% |
| YTD | +36.4% | +142.4% | -106.0% | +29.5% |
| 1Y | +40.9% | +120.4% | -79.5% | +34.7% |
| All | +39.1% | +122.1% | -83.0% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling