+126.6%
BHP vs RRC
+154.4%
-27.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | +0.9% | -1.7% | +2.6% | +1.2% |
| 30D | +4.0% | +3.6% | +0.4% | +3.3% |
| 3M | +11.3% | +8.8% | +2.4% | +9.0% |
| 6M | +29.3% | +0.8% | +28.5% | +28.1% |
| YTD | +59.2% | +19.0% | +40.2% | +51.8% |
| 1Y | +80.8% | +22.9% | +57.9% | +70.3% |
| 3Y | +88.0% | +32.3% | +55.7% | +70.1% |
| 5Y | +126.6% | +151.6% | -24.9% | +75.7% |
| All | +126.6% | +154.4% | -27.7% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling