+7,943.2%
BHP vs RGEN
+1,576.0%
+6,367.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.3% |
| 7D | -2.9% | -4.9% | +2.0% | -2.7% |
| 30D | +3.4% | +5.7% | -2.3% | +3.1% |
| 3M | +4.1% | +32.4% | -28.4% | +2.6% |
| 6M | +20.6% | +33.2% | -12.6% | +18.7% |
| YTD | +56.1% | +2.3% | +53.8% | +55.4% |
| 1Y | +69.6% | +39.0% | +30.6% | +66.3% |
| 3Y | +78.8% | -4.6% | +83.4% | +76.9% |
| 5Y | +113.1% | -42.7% | +155.7% | +113.3% |
| 10Y | +505.9% | +433.6% | +72.3% | +449.8% |
| All | +7,943.2% | +1,576.0% | +6,367.2% | +5,954.7% |
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