+515.7%
BHP vs RL
+297.6%
+218.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +1.3% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | +4.0% | -17.5% | +21.6% | +10.4% |
| 3M | +11.3% | -14.0% | +25.2% | +16.2% |
| 6M | +29.3% | -2.0% | +31.3% | +28.9% |
| YTD | +59.2% | -4.6% | +63.8% | +59.7% |
| 1Y | +80.8% | +9.5% | +71.3% | +72.9% |
| 3Y | +88.0% | +200.5% | -112.5% | +23.6% |
| 5Y | +126.6% | +226.3% | -99.6% | +39.5% |
| 10Y | +515.7% | +304.8% | +210.9% | +251.0% |
| All | +515.7% | +297.6% | +218.1% | +251.0% |
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