+8.2%
RBRK vs BHP
+69.4%
-61.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | +0.7% | -2.9% | +3.6% | +1.1% |
| 30D | +10.4% | +3.4% | +7.1% | +9.8% |
| 3M | +21.6% | +4.1% | +17.6% | +20.4% |
| 6M | +70.7% | +20.6% | +50.1% | +62.6% |
| YTD | +22.5% | +56.1% | -33.6% | +11.2% |
| 1Y | +8.2% | +69.6% | -61.4% | -3.8% |
| All | +8.2% | +69.4% | -61.2% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling