+111.8%
BHP vs RRX
+17.8%
+94.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -1.2% |
| 7D | -3.6% | -0.3% | -3.3% | -3.5% |
| 30D | -1.2% | -6.1% | +5.0% | +0.4% |
| 3M | +1.2% | -23.1% | +24.2% | +7.5% |
| 6M | +21.4% | -19.5% | +40.9% | +26.6% |
| YTD | +50.4% | +16.1% | +34.3% | +41.2% |
| 1Y | +67.5% | +12.9% | +54.6% | +57.7% |
| 3Y | +72.8% | +7.9% | +64.9% | +59.0% |
| All | +111.8% | +17.8% | +94.0% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling