+139.0%
BP vs RUN
-30.6%
+169.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +1.2% |
| 7D | -0.8% | +3.2% | -4.0% | -1.1% |
| 30D | -3.1% | +19.5% | -22.6% | -4.7% |
| 3M | +6.2% | -9.6% | +15.7% | +6.4% |
| 6M | +4.8% | -37.3% | +42.1% | +7.4% |
| YTD | +35.2% | -50.7% | +85.9% | +39.1% |
| 1Y | +27.4% | -54.1% | +81.5% | +31.6% |
| 3Y | +49.8% | -3.9% | +53.7% | +29.3% |
| 5Y | +109.4% | -84.4% | +193.8% | +108.4% |
| 10Y | +135.7% | +77.5% | +58.2% | +51.0% |
| All | +139.0% | -30.6% | +169.5% | +60.3% |
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 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