+336.5%
BHP vs RBA
+225.5%
+111.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | +3.8% | +3.2% | +0.6% | +3.0% |
| 30D | -6.5% | +12.0% | -18.5% | -9.4% |
| 3M | -8.5% | +2.9% | -11.4% | -9.5% |
| 6M | -2.2% | -6.3% | +4.1% | -1.7% |
| YTD | +40.0% | -5.9% | +45.9% | +39.8% |
| 1Y | +51.3% | -3.9% | +55.2% | +50.1% |
| 3Y | +56.5% | +64.9% | -8.3% | +31.1% |
| 5Y | +130.2% | +48.5% | +81.7% | +93.2% |
| 10Y | +336.5% | +211.8% | +124.7% | +162.8% |
| All | +336.5% | +225.5% | +111.0% | +162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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