+5,578.8%
RCL vs BHP
+4,405.2%
+1,173.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -3.0% |
| 7D | -0.2% | +2.5% | -2.7% | -1.5% |
| 30D | +14.4% | -5.2% | +19.6% | +17.6% |
| 3M | +5.2% | -8.7% | +13.9% | +9.7% |
| 6M | +26.1% | -6.9% | +33.0% | +29.3% |
| YTD | +17.4% | +39.0% | -21.6% | -2.8% |
| 1Y | +24.7% | +48.9% | -24.3% | -0.4% |
| 3Y | +250.9% | +55.4% | +195.6% | +166.9% |
| 5Y | +293.8% | +119.2% | +174.6% | +145.7% |
| 10Y | +342.4% | +340.5% | +1.9% | +102.7% |
| All | +5,578.8% | +4,405.2% | +1,173.6% | +1,119.2% |
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 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