+332.2%
BHP vs RRC
+73.1%
+259.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -0.5% | +6.4% | -6.9% | -1.6% |
| 30D | -4.5% | +23.9% | -28.4% | -8.4% |
| 3M | -6.9% | +30.2% | -37.1% | -11.6% |
| 6M | -10.6% | +26.3% | -36.8% | -14.9% |
| YTD | +37.2% | +48.1% | -10.9% | +26.2% |
| 1Y | +48.0% | +37.7% | +10.4% | +37.9% |
| 3Y | +52.6% | +60.3% | -7.7% | +35.9% |
| 5Y | +116.5% | +135.3% | -18.8% | +74.1% |
| All | +332.2% | +73.1% | +259.1% | +196.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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