+109.4%
BP vs ROIV
+421.8%
-312.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.5% |
| 7D | -0.8% | +9.5% | -10.2% | -1.1% |
| 30D | -3.1% | +21.0% | -24.1% | -3.8% |
| 3M | +6.2% | +18.7% | -12.6% | +5.4% |
| 6M | +4.8% | +44.5% | -39.7% | +3.1% |
| YTD | +35.2% | +92.9% | -57.7% | +30.8% |
| 1Y | +27.4% | +100.2% | -72.8% | +23.0% |
| 3Y | +49.8% | +375.0% | -325.3% | +38.8% |
| 5Y | +109.4% | +435.2% | -325.8% | +81.4% |
| All | +109.4% | +421.8% | -312.4% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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