+7,061.6%
BHP vs RRC
+1,499.3%
+5,562.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | +2.5% | +2.5% | -0.1% | +2.0% |
| 30D | -5.2% | +21.1% | -26.4% | -8.4% |
| 3M | -8.7% | +28.4% | -37.1% | -12.7% |
| 6M | -6.9% | +26.5% | -33.3% | -11.0% |
| YTD | +39.0% | +47.0% | -8.1% | +29.0% |
| 1Y | +48.9% | +35.2% | +13.8% | +40.0% |
| 3Y | +55.4% | +61.0% | -5.6% | +39.9% |
| 5Y | +119.2% | +133.6% | -14.4% | +80.0% |
| 10Y | +340.5% | +72.1% | +268.4% | +227.3% |
| All | +7,061.6% | +1,499.3% | +5,562.3% | +4,720.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling