+53.4%
BHP vs RNG
+179.4%
-126.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -2.5% | -9.6% | +7.0% | -2.7% |
| 30D | -7.7% | -1.4% | -6.3% | -7.7% |
| 3M | -6.4% | +28.8% | -35.1% | -5.6% |
| 6M | +5.2% | +65.6% | -60.4% | +7.1% |
| YTD | +38.3% | +171.4% | -133.1% | +40.9% |
| 1Y | +53.4% | +185.3% | -131.9% | +53.9% |
| All | +53.4% | +179.4% | -126.0% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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