+123.9%
BHP vs REPL
-53.9%
+177.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +1.8% |
| 7D | +1.3% | -5.7% | +7.0% | +1.3% |
| 30D | +4.0% | +22.5% | -18.5% | +3.8% |
| 3M | +12.3% | +64.7% | -52.4% | +11.5% |
| 6M | +30.8% | +83.0% | -52.2% | +28.0% |
| YTD | +58.8% | +52.0% | +6.8% | +55.6% |
| 1Y | +76.8% | +144.5% | -67.7% | +71.5% |
| 3Y | +87.5% | -25.1% | +112.5% | +82.0% |
| 5Y | +123.9% | -52.9% | +176.8% | +119.1% |
| All | +123.9% | -53.9% | +177.8% | +119.1% |
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 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