+1,361.3%
BP vs RRC
+1,418.2%
-56.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -6.9% | -10.3% | +3.4% | -5.3% |
| 30D | -3.6% | +19.5% | -23.1% | -6.4% |
| 3M | +8.4% | +27.9% | -19.5% | +4.1% |
| 6M | +5.3% | +21.2% | -15.8% | +2.0% |
| YTD | +33.2% | +39.6% | -6.4% | +26.2% |
| 1Y | +28.2% | +31.3% | -3.1% | +22.5% |
| 3Y | +49.2% | +51.9% | -2.7% | +38.5% |
| 5Y | +102.9% | +110.2% | -7.3% | +75.6% |
| 10Y | +127.7% | +56.7% | +71.0% | +81.6% |
| All | +1,361.3% | +1,418.2% | -56.9% | +900.7% |
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