+103.9%
BP vs ROL
+13.1%
+90.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.3% |
| 7D | -11.6% | +9.5% | -21.1% | -12.1% |
| 30D | 0.0% | +22.9% | -22.9% | -1.2% |
| 3M | +6.7% | +3.5% | +3.2% | +6.4% |
| 6M | +2.2% | -29.4% | +31.5% | +4.4% |
| YTD | +33.0% | -36.1% | +69.0% | +36.9% |
| 1Y | +30.7% | -34.4% | +65.1% | +34.4% |
| 3Y | +44.2% | +4.0% | +40.2% | +41.7% |
| All | +103.9% | +13.1% | +90.8% | +106.7% |
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