+127.7%
BP vs RVTY
+217.6%
-89.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -0.5% |
| 7D | -6.9% | +6.0% | -12.9% | -7.9% |
| 30D | -3.6% | +4.3% | -7.9% | -4.5% |
| 3M | +8.4% | +40.2% | -31.8% | +1.2% |
| 6M | +5.3% | +59.3% | -54.0% | -4.5% |
| YTD | +33.2% | +66.5% | -33.4% | +18.3% |
| 1Y | +28.2% | +77.5% | -49.3% | +12.1% |
| 3Y | +49.2% | +92.5% | -43.2% | +24.0% |
| 5Y | +102.9% | -6.8% | +109.7% | +97.7% |
| 10Y | +127.7% | +225.4% | -97.7% | +36.6% |
| All | +127.7% | +217.6% | -89.9% | +36.6% |
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