+412.5%
BHP vs RUN
-29.4%
+441.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +1.3% |
| 7D | +1.3% | +10.2% | -8.9% | +0.1% |
| 30D | +4.0% | -9.6% | +13.6% | +5.1% |
| 3M | +12.3% | -31.5% | +43.8% | +16.8% |
| 6M | +30.8% | -18.7% | +49.5% | +32.9% |
| YTD | +58.8% | -49.9% | +108.7% | +67.8% |
| 1Y | +76.8% | -45.5% | +122.4% | +83.7% |
| 3Y | +87.5% | -34.1% | +121.6% | +66.3% |
| 5Y | +123.9% | -79.4% | +203.3% | +115.5% |
| 10Y | +504.4% | +48.9% | +455.4% | +256.1% |
| All | +412.5% | -29.4% | +441.9% | +214.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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