+133.9%
BP vs RVTY
+134.6%
-0.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +2.3% |
| 7D | +4.0% | -5.4% | +9.4% | +5.1% |
| 30D | +7.8% | +6.7% | +1.1% | +6.3% |
| 3M | +8.4% | +19.0% | -10.6% | +4.3% |
| 6M | +15.1% | +34.6% | -19.6% | +7.1% |
| YTD | +36.4% | +28.3% | +8.1% | +27.7% |
| 1Y | +40.9% | +46.0% | -5.1% | +27.4% |
| 3Y | +38.8% | +16.9% | +22.0% | +28.7% |
| 5Y | +141.1% | -32.9% | +174.0% | +153.3% |
| 10Y | +133.9% | +141.6% | -7.7% | +43.2% |
| All | +133.9% | +134.6% | -0.7% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling