+265.9%
BHP vs REPL
-9.7%
+275.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.3% |
| 7D | +0.9% | -9.6% | +10.5% | +1.2% |
| 30D | +4.0% | +5.7% | -1.7% | +3.8% |
| 3M | +11.3% | +56.4% | -45.1% | +8.2% |
| 6M | +29.3% | +67.4% | -38.1% | +21.3% |
| YTD | +59.2% | +48.7% | +10.6% | +49.7% |
| 1Y | +80.8% | +148.3% | -67.4% | +63.2% |
| 3Y | +88.0% | -26.7% | +114.7% | +65.0% |
| 5Y | +126.6% | -54.1% | +180.8% | +102.4% |
| All | +265.9% | -9.7% | +275.6% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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