+1,359.3%
BP vs ROL
+9,562.4%
-8,203.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.1% |
| 7D | -11.6% | +9.5% | -21.1% | -13.6% |
| 30D | 0.0% | +22.9% | -22.9% | -4.8% |
| 3M | +6.7% | +3.5% | +3.2% | +5.4% |
| 6M | +2.2% | -29.4% | +31.5% | +9.8% |
| YTD | +33.0% | -36.1% | +69.0% | +45.8% |
| 1Y | +30.7% | -34.4% | +65.1% | +42.4% |
| 3Y | +44.2% | +4.0% | +40.2% | +38.9% |
| 5Y | +105.1% | +13.2% | +91.9% | +90.0% |
| 10Y | +133.5% | +219.7% | -86.1% | +59.4% |
| All | +1,359.3% | +9,562.4% | -8,203.1% | +431.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling