+1,414.8%
BP vs RRX
+4,247.4%
-2,832.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.5% |
| 7D | +3.8% | +4.3% | -0.5% | +2.6% |
| 30D | -5.3% | +12.3% | -17.6% | -8.7% |
| 3M | +9.3% | +3.7% | +5.6% | +7.2% |
| 6M | +7.2% | -13.9% | +21.1% | +8.5% |
| YTD | +38.0% | +26.5% | +11.6% | +22.9% |
| 1Y | +33.2% | +29.3% | +3.9% | +17.4% |
| 3Y | +50.3% | +65.6% | -15.3% | +18.4% |
| 5Y | +114.1% | +10.6% | +103.4% | +83.1% |
| 10Y | +140.7% | +202.9% | -62.2% | +53.4% |
| All | +1,414.8% | +4,247.4% | -2,832.6% | +608.1% |
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