-22.9%
RCL vs BHP
+71.4%
-94.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | +1.8% |
| 7D | -2.5% | -3.7% | +1.3% | -1.1% |
| 30D | -15.7% | -0.8% | -14.8% | -15.6% |
| 3M | -3.6% | +7.6% | -11.2% | -7.2% |
| 6M | -8.7% | +20.8% | -29.5% | -16.8% |
| YTD | -6.2% | +50.8% | -56.9% | -18.9% |
| 1Y | -22.9% | +70.9% | -93.8% | -35.3% |
| All | -22.9% | +71.4% | -94.3% | -35.3% |
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