+122.1%
BHP vs REPL
-34.9%
+157.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.0% | -6.3% | +1.6% |
| 7D | +0.9% | +22.8% | -21.8% | +0.7% |
| 30D | -6.3% | +63.8% | -70.0% | -6.7% |
| 3M | -7.1% | +68.1% | -75.2% | -7.6% |
| 6M | -3.2% | +528.5% | -531.7% | -5.6% |
| YTD | +37.9% | +122.4% | -84.5% | +34.8% |
| 1Y | +49.7% | +154.4% | -104.7% | +46.1% |
| 3Y | +51.7% | +68.0% | -16.3% | +43.3% |
| All | +122.1% | -34.9% | +157.0% | +129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling