+131.3%
BP vs RUN
-31.9%
+163.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | +3.9% | +1.3% | +2.7% | +3.8% |
| 30D | +7.6% | -15.3% | +22.9% | +8.7% |
| 3M | +0.7% | -40.0% | +40.7% | +4.1% |
| 6M | +15.5% | -27.0% | +42.4% | +16.8% |
| YTD | +30.8% | -51.7% | +82.5% | +35.4% |
| 1Y | +34.3% | -45.9% | +80.2% | +36.5% |
| 3Y | +35.1% | -43.8% | +78.8% | +23.3% |
| 5Y | +126.8% | -80.5% | +207.3% | +118.2% |
| 10Y | +123.4% | +45.3% | +78.1% | +45.6% |
| All | +131.3% | -31.9% | +163.2% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling