+1,359.3%
BP vs RRC
+1,414.2%
-54.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.1% |
| 7D | -11.6% | -10.8% | -0.8% | -10.1% |
| 30D | 0.0% | +22.3% | -22.3% | -3.3% |
| 3M | +6.7% | +26.6% | -19.9% | +2.7% |
| 6M | +2.2% | +18.9% | -16.8% | -0.8% |
| YTD | +33.0% | +39.2% | -6.2% | +26.1% |
| 1Y | +30.7% | +34.0% | -3.2% | +24.6% |
| 3Y | +44.2% | +42.0% | +2.2% | +35.1% |
| 5Y | +105.1% | +111.9% | -6.7% | +77.3% |
| 10Y | +133.5% | +62.8% | +70.7% | +85.3% |
| All | +1,359.3% | +1,414.2% | -54.9% | +899.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling