+137.1%
BP vs RVTY
+219.4%
-82.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.6% |
| 7D | -0.8% | -0.7% | 0.0% | -0.7% |
| 30D | -3.1% | +1.7% | -4.9% | -3.6% |
| 3M | +6.2% | +36.8% | -30.6% | -0.4% |
| 6M | +4.8% | +60.1% | -55.3% | -5.1% |
| YTD | +35.2% | +64.0% | -28.8% | +20.4% |
| 1Y | +27.4% | +68.2% | -40.8% | +12.7% |
| 3Y | +49.8% | +88.8% | -39.0% | +25.0% |
| 5Y | +109.4% | -10.5% | +119.9% | +106.5% |
| All | +137.1% | +219.4% | -82.2% | +45.3% |
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