+337.7%
BHP vs RVTY
+216.9%
+120.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | +2.5% | +4.1% | -1.6% | +1.0% |
| 30D | -5.2% | +1.3% | -6.5% | -6.0% |
| 3M | -8.7% | +33.3% | -42.0% | -18.4% |
| 6M | -6.9% | +58.3% | -65.1% | -22.5% |
| YTD | +39.0% | +62.7% | -23.7% | +13.3% |
| 1Y | +48.9% | +67.2% | -18.3% | +19.9% |
| 3Y | +55.4% | +87.3% | -31.9% | +15.6% |
| 5Y | +119.2% | -13.4% | +132.7% | +115.5% |
| All | +337.7% | +216.9% | +120.8% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling