+112.8%
BP vs RVMD
+425.4%
-312.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +0.9% |
| 7D | +3.8% | -10.4% | +14.2% | +4.1% |
| 30D | -5.3% | -11.0% | +5.7% | -5.0% |
| 3M | +9.3% | -14.7% | +24.0% | +9.6% |
| 6M | +7.2% | +14.9% | -7.7% | +6.4% |
| YTD | +38.0% | +116.3% | -78.3% | +33.1% |
| 1Y | +33.2% | +167.6% | -134.4% | +27.1% |
| 3Y | +50.3% | +776.8% | -726.5% | +34.4% |
| All | +112.8% | +425.4% | -312.7% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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