+44.2%
BP vs RRC
+36.3%
+7.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.6% |
| 7D | -11.6% | -10.8% | -0.8% | -8.2% |
| 30D | 0.0% | +22.3% | -22.3% | -7.9% |
| 3M | +6.7% | +26.6% | -19.9% | -3.0% |
| 6M | +2.2% | +18.9% | -16.8% | -5.2% |
| YTD | +33.0% | +39.2% | -6.2% | +17.1% |
| 1Y | +30.7% | +34.0% | -3.2% | +16.4% |
| 3Y | +44.2% | +42.0% | +2.2% | +24.2% |
| All | +44.2% | +36.3% | +7.9% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling