+141.3%
BP vs RSG
+89.5%
+51.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +5.7% | -1.8% | +7.5% | +6.2% |
| 30D | +8.1% | +2.8% | +5.3% | +7.4% |
| 3M | +8.6% | +4.3% | +4.3% | +7.4% |
| 6M | +18.1% | -0.5% | +18.7% | +18.0% |
| YTD | +37.6% | +5.2% | +32.4% | +35.8% |
| 1Y | +39.4% | -2.1% | +41.5% | +39.7% |
| 3Y | +40.1% | +56.5% | -16.4% | +23.1% |
| 5Y | +141.3% | +89.5% | +51.8% | +110.2% |
| All | +141.3% | +89.5% | +51.8% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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