+134.2%
RBRK vs BHP
+66.0%
+68.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -7.5% | -3.6% | -3.9% | -6.4% |
| 30D | -10.4% | -1.2% | -9.2% | -10.4% |
| 3M | +21.3% | +1.2% | +20.1% | +19.8% |
| 6M | +50.6% | +21.4% | +29.2% | +36.8% |
| YTD | +13.3% | +50.4% | -37.1% | -8.5% |
| 1Y | +11.2% | +67.5% | -56.3% | -15.5% |
| All | +134.2% | +66.0% | +68.1% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling