+332.2%
BHP vs RL
+337.1%
-4.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -0.5% | +2.6% | -3.1% | -1.3% |
| 30D | -4.5% | +2.9% | -7.5% | -5.5% |
| 3M | -6.9% | 0.0% | -6.9% | -7.2% |
| 6M | -10.6% | +17.1% | -27.7% | -15.8% |
| YTD | +37.2% | +10.1% | +27.1% | +31.2% |
| 1Y | +48.0% | +17.3% | +30.7% | +38.5% |
| 3Y | +52.6% | +249.3% | -196.8% | -4.4% |
| 5Y | +116.5% | +240.9% | -124.4% | +32.3% |
| All | +332.2% | +337.1% | -4.9% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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