+126.6%
BHP vs RVTY
-34.2%
+160.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.0% |
| 7D | +0.9% | -5.4% | +6.3% | +2.6% |
| 30D | +4.0% | +6.7% | -2.7% | +1.9% |
| 3M | +11.3% | +19.0% | -7.8% | +5.0% |
| 6M | +29.3% | +34.6% | -5.3% | +16.9% |
| YTD | +59.2% | +28.3% | +30.9% | +45.1% |
| 1Y | +80.8% | +46.0% | +34.8% | +57.4% |
| 3Y | +88.0% | +16.9% | +71.1% | +71.5% |
| 5Y | +126.6% | -32.9% | +159.6% | +127.0% |
| All | +126.6% | -34.2% | +160.8% | +127.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling