+332.2%
BHP vs RGEN
+415.2%
-83.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.0% | -1.4% |
| 7D | -0.5% | -3.3% | +2.8% | +0.1% |
| 30D | -4.5% | -5.8% | +1.3% | -3.7% |
| 3M | -6.9% | +0.2% | -7.1% | -7.3% |
| 6M | -10.6% | +56.8% | -67.3% | -17.7% |
| YTD | +37.2% | +2.4% | +34.8% | +34.8% |
| 1Y | +48.0% | +11.4% | +36.6% | +43.3% |
| 3Y | +52.6% | +15.2% | +37.4% | +42.0% |
| 5Y | +116.5% | -35.1% | +151.6% | +111.8% |
| All | +332.2% | +415.2% | -83.0% | +162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling