+258.6%
BHP vs REPL
-6.0%
+264.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.3% |
| 7D | -2.9% | -3.0% | +0.1% | -2.8% |
| 30D | +3.4% | +27.1% | -23.8% | +2.5% |
| 3M | +4.1% | +52.4% | -48.3% | +1.3% |
| 6M | +20.6% | +107.4% | -86.9% | +12.1% |
| YTD | +56.1% | +54.7% | +1.3% | +46.5% |
| 1Y | +69.6% | +158.9% | -89.3% | +52.8% |
| 3Y | +78.8% | -23.7% | +102.5% | +56.7% |
| 5Y | +113.1% | -54.3% | +167.4% | +91.0% |
| All | +258.6% | -6.0% | +264.6% | +162.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling