+2,838.4%
BHP vs RY
+11,121.0%
-8,282.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +2.9% | +2.6% |
| 7D | +0.9% | -0.9% | +1.8% | +1.6% |
| 30D | -6.3% | +5.9% | -12.1% | -10.2% |
| 3M | -7.1% | -4.3% | -2.9% | -4.5% |
| 6M | -3.2% | +12.1% | -15.3% | -11.6% |
| YTD | +37.9% | +20.3% | +17.6% | +19.9% |
| 1Y | +49.7% | +41.0% | +8.7% | +15.6% |
| 3Y | +51.7% | +157.5% | -105.9% | -26.1% |
| 5Y | +122.0% | +123.2% | -1.2% | +20.9% |
| 10Y | +382.4% | +365.7% | +16.7% | +57.9% |
| All | +2,838.4% | +11,121.0% | -8,282.6% | +215.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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