+141.1%
BP vs RVMD
+591.3%
-450.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +4.0% | -0.7% | +4.7% | +4.0% |
| 30D | +7.8% | +0.3% | +7.5% | +7.8% |
| 3M | +8.4% | +38.9% | -30.5% | +7.2% |
| 6M | +15.1% | +108.1% | -93.1% | +11.9% |
| YTD | +36.4% | +160.7% | -124.3% | +31.1% |
| 1Y | +40.9% | +407.3% | -366.4% | +31.4% |
| 3Y | +38.8% | +546.6% | -507.7% | +26.4% |
| 5Y | +141.1% | +579.8% | -438.7% | +113.8% |
| All | +141.1% | +591.3% | -450.3% | +113.8% |
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