+116.8%
BHP vs RL
+226.8%
-110.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.0% | +2.1% |
| 7D | +0.9% | -4.2% | +5.1% | +2.1% |
| 30D | -6.3% | +4.3% | -10.5% | -7.5% |
| 3M | -7.1% | -4.6% | -2.5% | -6.1% |
| 6M | -3.2% | +1.7% | -4.9% | -4.5% |
| YTD | +37.9% | +7.3% | +30.5% | +33.3% |
| 1Y | +49.7% | +20.8% | +28.9% | +39.5% |
| 3Y | +51.7% | +247.0% | -195.3% | -3.9% |
| All | +116.8% | +226.8% | -110.0% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling