+7,061.6%
BHP vs RVTY
+2,936.0%
+4,125.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +2.5% | +4.1% | -1.6% | +1.3% |
| 30D | -5.2% | +1.3% | -6.5% | -5.9% |
| 3M | -8.7% | +33.3% | -42.0% | -16.6% |
| 6M | -6.9% | +58.3% | -65.1% | -19.6% |
| YTD | +39.0% | +62.7% | -23.7% | +18.2% |
| 1Y | +48.9% | +67.2% | -18.3% | +25.5% |
| 3Y | +55.4% | +87.3% | -31.9% | +24.1% |
| 5Y | +119.2% | -13.4% | +132.7% | +113.9% |
| 10Y | +340.5% | +217.2% | +123.3% | +191.2% |
| All | +7,061.6% | +2,936.0% | +4,125.7% | +2,899.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling