+128.6%
BP vs RVTY
-30.5%
+159.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +3.9% | +1.1% | +2.8% | +3.8% |
| 30D | +7.6% | +13.2% | -5.6% | +6.4% |
| 3M | +0.7% | +27.2% | -26.5% | -1.7% |
| 6M | +15.5% | +32.4% | -16.9% | +12.0% |
| YTD | +30.8% | +34.9% | -4.0% | +26.2% |
| 1Y | +34.3% | +52.4% | -18.1% | +27.1% |
| 3Y | +35.1% | +12.3% | +22.8% | +31.6% |
| All | +128.6% | -30.5% | +159.1% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling