+1,370.8%
BP vs RRX
+3,925.9%
-2,555.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | +0.9% | +4.3% | -3.4% | -0.2% |
| 30D | +9.1% | -8.0% | +17.1% | +11.4% |
| 3M | +3.9% | -22.0% | +25.9% | +9.1% |
| 6M | +13.6% | -11.9% | +25.5% | +13.6% |
| YTD | +34.0% | +17.1% | +16.9% | +22.7% |
| 1Y | +39.2% | +14.9% | +24.3% | +27.2% |
| 3Y | +36.4% | +6.9% | +29.5% | +21.4% |
| 5Y | +135.8% | +19.6% | +116.2% | +97.6% |
| 10Y | +125.0% | +215.9% | -90.9% | +43.2% |
| All | +1,370.8% | +3,925.9% | -2,555.1% | +607.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling