+39.1%
BP vs RUN
-37.3%
+76.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.3% | +1.9% |
| 7D | +4.0% | -1.8% | +5.8% | +4.0% |
| 30D | +7.8% | -10.8% | +18.7% | +8.1% |
| 3M | +8.4% | -30.2% | +38.5% | +9.1% |
| 6M | +15.1% | -22.3% | +37.4% | +15.1% |
| YTD | +36.4% | -52.2% | +88.6% | +38.1% |
| 1Y | +40.9% | -45.1% | +86.0% | +41.4% |
| All | +39.1% | -37.3% | +76.3% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling