+1,359.3%
BP vs RVTY
+2,899.1%
-1,539.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.9% |
| 7D | -11.6% | -1.2% | -10.4% | -11.5% |
| 30D | 0.0% | +1.0% | -1.0% | -0.3% |
| 3M | +6.7% | +35.8% | -29.1% | +0.7% |
| 6M | +2.2% | +56.7% | -54.5% | -6.5% |
| YTD | +33.0% | +60.7% | -27.7% | +20.1% |
| 1Y | +30.7% | +73.7% | -43.0% | +16.3% |
| 3Y | +44.2% | +82.8% | -38.6% | +24.8% |
| 5Y | +105.1% | -7.0% | +112.2% | +96.9% |
| 10Y | +133.5% | +212.3% | -78.8% | +75.9% |
| All | +1,359.3% | +2,899.1% | -1,539.8% | +603.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling