+59.4%
RBLX vs BHP
+71.6%
-12.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +5.1% | -3.6% | +8.7% | +6.2% |
| 30D | +28.0% | -1.2% | +29.2% | +28.2% |
| 3M | +4.6% | +1.2% | +3.4% | +3.9% |
| 6M | -24.7% | +21.4% | -46.1% | -30.3% |
| YTD | -43.8% | +50.4% | -94.3% | -51.7% |
| 1Y | -65.8% | +67.5% | -133.3% | -71.6% |
| 3Y | +59.4% | +72.8% | -13.5% | +24.0% |
| All | +59.4% | +71.6% | -12.2% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 3y: compounded portfolio wealth divided by compounded BHP 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…
3y analysis · Full analysis span regression · 6 months rolling