+80.8%
BHP vs REPL
+136.9%
-56.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.3% |
| 7D | +0.9% | -9.6% | +10.5% | +1.0% |
| 30D | +4.0% | +5.7% | -1.7% | +4.0% |
| 3M | +11.3% | +56.4% | -45.1% | +10.6% |
| 6M | +29.3% | +67.4% | -38.1% | +25.7% |
| YTD | +59.2% | +48.7% | +10.6% | +55.0% |
| 1Y | +80.8% | +148.3% | -67.4% | +72.1% |
| All | +80.8% | +136.9% | -56.0% | +72.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling