+125.0%
BP vs ROL
+203.4%
-78.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +5.0% | +2.8% |
| 7D | +0.9% | -3.4% | +4.3% | +1.4% |
| 30D | +9.1% | -6.9% | +16.1% | +10.2% |
| 3M | +3.9% | -24.6% | +28.5% | +8.1% |
| 6M | +13.6% | -39.5% | +53.2% | +22.1% |
| YTD | +34.0% | -41.1% | +75.1% | +44.5% |
| 1Y | +39.2% | -37.9% | +77.1% | +48.6% |
| 3Y | +36.4% | +0.8% | +35.6% | +32.6% |
| 5Y | +135.8% | -4.7% | +140.5% | +128.6% |
| 10Y | +125.0% | +207.9% | -82.9% | +53.9% |
| All | +125.0% | +203.4% | -78.4% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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