+215.3%
BHP vs REPL
+36.8%
+178.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -0.5% | +1.2% | -1.7% | -0.6% |
| 30D | -4.5% | +92.2% | -96.7% | -6.5% |
| 3M | -6.9% | +44.1% | -51.0% | -8.1% |
| 6M | -10.6% | +313.0% | -323.6% | -16.7% |
| YTD | +37.2% | +125.2% | -88.0% | +27.2% |
| 1Y | +48.0% | +143.8% | -95.7% | +36.7% |
| 3Y | +52.6% | +104.2% | -51.6% | +24.5% |
| 5Y | +116.5% | -34.5% | +151.0% | +92.1% |
| All | +215.3% | +36.8% | +178.5% | +127.7% |
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