+3,931.7%
BHP vs RBA
+3,565.5%
+366.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | -2.9% | -2.9% | 0.0% | -1.9% |
| 30D | +3.4% | -12.3% | +15.7% | +8.1% |
| 3M | +4.1% | -20.5% | +24.6% | +11.5% |
| 6M | +20.6% | -18.5% | +39.1% | +27.8% |
| YTD | +56.1% | -18.2% | +74.3% | +64.2% |
| 1Y | +69.6% | -27.5% | +97.1% | +85.7% |
| 3Y | +78.8% | +38.1% | +40.7% | +51.8% |
| 5Y | +113.1% | +44.8% | +68.3% | +70.0% |
| 10Y | +505.9% | +187.1% | +318.8% | +248.6% |
| All | +3,931.7% | +3,565.5% | +366.1% | +1,197.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling