+476.4%
BHP vs RNG
+222.9%
+253.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -3.6% | -6.1% | +2.5% | -3.0% |
| 30D | -1.2% | +9.6% | -10.8% | -2.3% |
| 3M | +1.2% | +83.3% | -82.1% | -6.2% |
| 6M | +21.4% | +77.9% | -56.5% | +12.1% |
| YTD | +50.4% | +139.9% | -89.5% | +32.1% |
| 1Y | +67.5% | +121.7% | -54.1% | +48.3% |
| 3Y | +72.8% | +121.9% | -49.0% | +49.2% |
| 5Y | +112.6% | -68.4% | +181.0% | +117.5% |
| All | +476.4% | +222.9% | +253.6% | +253.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling