+8,106.0%
BHP vs RRX
+3,824.6%
+4,281.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.2% |
| 7D | +0.9% | -0.7% | +1.6% | +1.1% |
| 30D | +4.0% | -8.0% | +12.0% | +7.1% |
| 3M | +11.3% | -25.1% | +36.3% | +21.7% |
| 6M | +29.3% | -18.3% | +47.6% | +36.0% |
| YTD | +59.2% | +14.2% | +45.1% | +46.5% |
| 1Y | +80.8% | +13.0% | +67.8% | +65.7% |
| 3Y | +88.0% | +4.2% | +83.8% | +66.7% |
| 5Y | +126.6% | +17.9% | +108.8% | +85.5% |
| 10Y | +515.7% | +220.4% | +295.3% | +238.5% |
| All | +8,106.0% | +3,824.6% | +4,281.4% | +3,200.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling