+87.5%
BHP vs RL
+211.8%
-124.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.9% | +2.0% |
| 7D | +1.3% | +1.9% | -0.6% | +0.8% |
| 30D | +4.0% | -12.2% | +16.2% | +7.3% |
| 3M | +12.3% | -6.6% | +18.9% | +13.9% |
| 6M | +30.8% | +3.2% | +27.7% | +28.9% |
| YTD | +58.8% | -1.3% | +60.1% | +57.8% |
| 1Y | +76.8% | +13.6% | +63.3% | +69.7% |
| 3Y | +87.5% | +210.9% | -123.4% | +36.5% |
| All | +87.5% | +211.8% | -124.4% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling