+123.9%
BHP vs RBA
+44.6%
+79.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.1% |
| 7D | +1.3% | -1.1% | +2.3% | +1.4% |
| 30D | +4.0% | -13.2% | +17.2% | +6.5% |
| 3M | +12.3% | -21.4% | +33.7% | +16.3% |
| 6M | +30.8% | -20.9% | +51.7% | +35.2% |
| YTD | +58.8% | -19.9% | +78.6% | +63.1% |
| 1Y | +76.8% | -28.7% | +105.5% | +85.7% |
| 3Y | +87.5% | +27.4% | +60.1% | +76.0% |
| 5Y | +123.9% | +41.7% | +82.2% | +89.6% |
| All | +123.9% | +44.6% | +79.3% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling