+7,061.6%
BHP vs RGEN
+1,565.2%
+5,496.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.7% |
| 7D | +2.5% | -1.2% | +3.6% | +2.5% |
| 30D | -5.2% | -5.1% | -0.2% | -5.0% |
| 3M | -8.7% | +0.5% | -9.2% | -8.8% |
| 6M | -6.9% | +46.6% | -53.4% | -8.8% |
| YTD | +39.0% | +1.6% | +37.3% | +38.3% |
| 1Y | +48.9% | +5.4% | +43.6% | +48.0% |
| 3Y | +55.4% | +12.8% | +42.5% | +52.7% |
| 5Y | +119.2% | -35.6% | +154.8% | +118.4% |
| 10Y | +340.5% | +415.7% | -75.2% | +300.1% |
| All | +7,061.6% | +1,565.2% | +5,496.4% | +5,288.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling