+259.1%
BP vs RSG
+2,015.2%
-1,756.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | +3.9% | +0.3% | +3.7% | +3.9% |
| 30D | +7.6% | +7.6% | 0.0% | +5.5% |
| 3M | +0.7% | +7.4% | -6.7% | -1.4% |
| 6M | +15.5% | -3.3% | +18.8% | +16.2% |
| YTD | +30.8% | +6.0% | +24.8% | +28.6% |
| 1Y | +34.3% | -3.7% | +38.0% | +35.1% |
| 3Y | +35.1% | +59.1% | -24.0% | +18.2% |
| 5Y | +126.8% | +89.0% | +37.8% | +88.3% |
| 10Y | +123.4% | +412.5% | -289.1% | +47.0% |
| All | +259.1% | +2,015.2% | -1,756.2% | +79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling