+32.0%
RCL vs BHP
+53.4%
-21.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.6% | +3.8% | +5.3% |
| 7D | +11.7% | -2.5% | +14.2% | +12.9% |
| 30D | +21.1% | -7.7% | +28.8% | +25.0% |
| 3M | +2.9% | -6.4% | +9.3% | +5.1% |
| 6M | +29.8% | +5.2% | +24.7% | +24.6% |
| YTD | +21.4% | +38.3% | -16.9% | +6.9% |
| 1Y | +32.0% | +53.4% | -21.4% | +10.6% |
| All | +32.0% | +53.4% | -21.4% | +10.6% |
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