+4,549.4%
RCL vs BHP
+4,959.7%
-410.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -5.1% | -2.9% | -2.2% | -3.6% |
| 30D | -19.0% | +3.4% | -22.4% | -20.5% |
| 3M | -9.6% | +4.1% | -13.6% | -12.1% |
| 6M | -6.7% | +20.6% | -27.3% | -16.0% |
| YTD | -3.9% | +56.1% | -60.0% | -24.8% |
| 1Y | -25.1% | +69.6% | -94.7% | -44.0% |
| 3Y | +179.1% | +78.8% | +100.3% | +98.0% |
| 5Y | +243.3% | +113.1% | +130.3% | +116.6% |
| 10Y | +325.8% | +505.9% | -180.1% | +67.4% |
| All | +4,549.4% | +4,959.7% | -410.4% | +843.5% |
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