+112.2%
BP vs RNG
-71.6%
+183.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +1.2% |
| 7D | +2.5% | +2.3% | +0.2% | +2.4% |
| 30D | -5.6% | -3.4% | -2.2% | -5.5% |
| 3M | +8.0% | +20.9% | -12.8% | +7.0% |
| 6M | +5.7% | +82.2% | -76.5% | +2.1% |
| YTD | +36.8% | +164.6% | -127.8% | +28.3% |
| 1Y | +30.7% | +177.0% | -146.3% | +22.1% |
| 3Y | +51.6% | +177.4% | -125.8% | +39.5% |
| 5Y | +112.2% | -72.3% | +184.5% | +103.8% |
| All | +112.2% | -71.6% | +183.8% | +103.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling