+7,943.2%
BHP vs RRC
+1,202.2%
+6,741.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.2% |
| 7D | -2.9% | +1.3% | -4.2% | -3.1% |
| 30D | +3.4% | +10.1% | -6.7% | +1.7% |
| 3M | +4.1% | +4.0% | +0.1% | +3.2% |
| 6M | +20.6% | +1.6% | +19.0% | +19.6% |
| YTD | +56.1% | +19.7% | +36.4% | +50.4% |
| 1Y | +69.6% | +21.4% | +48.2% | +62.6% |
| 3Y | +78.8% | +29.7% | +49.1% | +67.2% |
| 5Y | +113.1% | +153.9% | -40.8% | +72.8% |
| 10Y | +505.9% | +10.8% | +495.1% | +384.2% |
| All | +7,943.2% | +1,202.2% | +6,741.0% | +5,521.9% |
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 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