+221.7%
BHP vs REPL
+45.5%
+176.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.6% | -6.7% | -2.2% |
| 7D | +3.8% | +12.7% | -8.9% | +3.4% |
| 30D | -6.5% | +73.5% | -80.0% | -8.2% |
| 3M | -8.5% | +70.3% | -78.8% | -10.2% |
| 6M | -2.2% | +472.0% | -474.1% | -10.1% |
| YTD | +40.0% | +139.5% | -99.5% | +29.5% |
| 1Y | +51.3% | +167.3% | -116.0% | +39.3% |
| 3Y | +56.5% | +109.5% | -53.0% | +28.0% |
| 5Y | +130.2% | -29.9% | +160.1% | +103.8% |
| All | +221.7% | +45.5% | +176.2% | +131.9% |
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