+33.7%
BP vs RVTY
+18.2%
+15.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +3.9% | +1.1% | +2.8% | +3.9% |
| 30D | +7.6% | +13.2% | -5.6% | +6.7% |
| 3M | +0.7% | +27.2% | -26.5% | -1.1% |
| 6M | +15.5% | +32.4% | -16.9% | +13.1% |
| YTD | +30.8% | +34.9% | -4.0% | +27.3% |
| 1Y | +34.3% | +52.4% | -18.1% | +28.2% |
| All | +33.7% | +18.2% | +15.5% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling