+129.8%
BP vs RRC
+4.9%
+124.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | +0.9% | -1.2% | +2.1% | +1.2% |
| 30D | +9.1% | +9.4% | -0.3% | +7.0% |
| 3M | +3.9% | +7.4% | -3.5% | +2.3% |
| 6M | +13.6% | +1.5% | +12.2% | +13.3% |
| YTD | +34.0% | +19.4% | +14.6% | +28.9% |
| 1Y | +39.2% | +24.2% | +14.9% | +32.3% |
| 3Y | +36.4% | +32.8% | +3.6% | +26.2% |
| 5Y | +135.8% | +152.9% | -17.1% | +86.1% |
| All | +129.8% | +4.9% | +124.9% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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