+173.4%
BP vs ROIV
+248.8%
-75.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.9% |
| 7D | -11.2% | -2.4% | -8.8% | -11.2% |
| 30D | -0.7% | +3.1% | -3.8% | -0.8% |
| 3M | +9.8% | +5.8% | +4.0% | +9.5% |
| 6M | -1.6% | +29.3% | -30.9% | -2.7% |
| YTD | +33.5% | +68.8% | -35.3% | +30.3% |
| 1Y | +31.7% | +81.0% | -49.3% | +28.2% |
| 3Y | +45.1% | +294.6% | -249.5% | +36.7% |
| 5Y | +105.9% | +373.1% | -267.2% | +84.8% |
| All | +173.4% | +248.8% | -75.4% | +128.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling