+66.0%
BHP vs RRX
+14.9%
+51.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.6% | -2.5% |
| 7D | -5.0% | +3.4% | -8.4% | -5.9% |
| 30D | +1.2% | -11.1% | +12.3% | +4.4% |
| 3M | +1.8% | -23.7% | +25.6% | +8.3% |
| 6M | +18.0% | -22.0% | +40.0% | +22.6% |
| YTD | +52.7% | +16.5% | +36.2% | +45.0% |
| 1Y | +66.0% | +11.5% | +54.5% | +58.5% |
| All | +66.0% | +14.9% | +51.1% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling