+238.8%
RCL vs BHP
+121.9%
+116.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.1% |
| 7D | -0.5% | +1.3% | -1.7% | -1.1% |
| 30D | -17.3% | +4.0% | -21.3% | -19.0% |
| 3M | -2.8% | +12.3% | -15.1% | -8.6% |
| 6M | -4.4% | +30.8% | -35.2% | -16.6% |
| YTD | -4.2% | +58.8% | -62.9% | -24.5% |
| 1Y | -23.4% | +76.8% | -100.2% | -43.0% |
| 3Y | +179.4% | +87.5% | +91.9% | +94.6% |
| 5Y | +238.8% | +123.9% | +114.9% | +108.2% |
| All | +238.8% | +121.9% | +116.9% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling