+53.3%
BHP vs RL
+19.4%
+33.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.6% |
| 7D | +2.4% | -4.4% | +6.8% | +3.6% |
| 30D | -5.4% | +5.6% | -10.9% | -6.9% |
| 3M | -6.9% | -0.6% | -6.2% | -6.6% |
| 6M | -4.3% | +15.5% | -19.8% | -8.8% |
| YTD | +41.6% | +12.3% | +29.3% | +33.4% |
| 1Y | +53.3% | +19.3% | +34.0% | +42.8% |
| All | +53.3% | +19.4% | +33.9% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling