+135.8%
BP vs RUN
-80.3%
+216.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +2.3% |
| 7D | +0.9% | +10.2% | -9.2% | +0.6% |
| 30D | +9.1% | -9.6% | +18.7% | +9.4% |
| 3M | +3.9% | -31.5% | +35.4% | +5.0% |
| 6M | +13.6% | -18.7% | +32.3% | +13.7% |
| YTD | +34.0% | -49.9% | +83.9% | +35.9% |
| 1Y | +39.2% | -45.5% | +84.7% | +40.1% |
| 3Y | +36.4% | -34.1% | +70.5% | +29.5% |
| 5Y | +135.8% | -79.4% | +215.2% | +132.3% |
| All | +135.8% | -80.3% | +216.1% | +132.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling