+1,361.3%
BP vs RVTY
+3,007.5%
-1,646.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.4% |
| 3M | +8.4% | +40.2% | -31.8% | +1.7% |
| 6M | +5.3% | +59.3% | -54.0% | -3.8% |
| YTD | +33.2% | +66.5% | -33.4% | +19.5% |
| 1Y | +28.2% | +77.5% | -49.3% | +13.6% |
| 3Y | +49.2% | +92.5% | -43.2% | +28.0% |
| 5Y | +102.9% | -6.8% | +109.7% | +94.8% |
| 10Y | +127.7% | +225.4% | -97.7% | +70.3% |
| All | +1,361.3% | +3,007.5% | -1,646.3% | +600.0% |
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 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