+128.6%
BP vs ROL
-3.8%
+132.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +3.9% | -1.4% | +5.4% | +4.0% |
| 30D | +7.6% | -4.1% | +11.7% | +7.8% |
| 3M | +0.7% | -22.5% | +23.2% | +2.0% |
| 6M | +15.5% | -37.7% | +53.1% | +18.4% |
| YTD | +30.8% | -39.6% | +70.4% | +34.4% |
| 1Y | +34.3% | -36.0% | +70.3% | +37.5% |
| 3Y | +35.1% | -5.1% | +40.2% | +34.4% |
| All | +128.6% | -3.8% | +132.3% | +127.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling