+2,623.9%
BHP vs RL
+1,573.0%
+1,050.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | +3.8% | +1.3% | +2.5% | +3.3% |
| 30D | -6.5% | +7.6% | -14.1% | -8.7% |
| 3M | -8.5% | -1.5% | -7.0% | -8.4% |
| 6M | -2.2% | +12.1% | -14.2% | -6.6% |
| YTD | +40.0% | +13.9% | +26.1% | +32.6% |
| 1Y | +51.3% | +20.7% | +30.7% | +40.5% |
| 3Y | +56.5% | +260.6% | -204.0% | -0.9% |
| 5Y | +130.2% | +248.9% | -118.7% | +43.1% |
| 10Y | +336.5% | +355.9% | -19.4% | +129.8% |
| All | +2,623.9% | +1,573.0% | +1,050.9% | +898.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling