+80.8%
BHP vs RBA
-29.1%
+109.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | +0.9% | -1.9% | +2.8% | +1.0% |
| 30D | +4.0% | -13.0% | +17.0% | +5.1% |
| 3M | +11.3% | -23.1% | +34.4% | +12.6% |
| 6M | +29.3% | -22.6% | +51.9% | +30.1% |
| YTD | +59.2% | -20.4% | +79.6% | +59.2% |
| 1Y | +80.8% | -29.6% | +110.4% | +76.8% |
| All | +80.8% | -29.1% | +109.9% | +76.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling