+141.1%
BP vs RRX
+16.5%
+124.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +2.1% |
| 7D | +4.0% | -0.7% | +4.7% | +4.1% |
| 30D | +7.8% | -8.0% | +15.8% | +8.9% |
| 3M | +8.4% | -25.1% | +33.4% | +11.7% |
| 6M | +15.1% | -18.3% | +33.3% | +16.1% |
| YTD | +36.4% | +14.2% | +22.3% | +28.3% |
| 1Y | +40.9% | +13.0% | +27.9% | +32.1% |
| 3Y | +38.8% | +4.2% | +34.7% | +29.4% |
| 5Y | +141.1% | +17.9% | +123.2% | +114.0% |
| All | +141.1% | +16.5% | +124.5% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 5y: compounded portfolio wealth divided by compounded RRX 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…
5y analysis · Full analysis span regression · 6 months rolling